I agree with the other posters about taking your new baby in pet stores and outside at this time sooo many things that they can pick up...I also wouldn't change his food at this time...changing food is really hard on a dog especially a pups tummy, that alone will give them diarrhea I would continue to feed what the breeder was feeding until he is atleast 6 mos old or older....the less you change right now the better.
Use a harness not a collar...Yorkies have very sensitive tracheas...and a collar could cause collapse trachea.
The vaccine schedule here in Florida is...8 weeks 12 weeks and rabies given at 16 weeks...and my Vet recommends the Lepto Vaccines...I refused it last year, didn't think Bella was at risk since I have a fenced in yard but I did some research on it and reconsider my decision. I have seen coyotes, raccoons, wild hogs and rats in my neighborhood...and I live in the city...so Both my babies go tomorrow to get the Lepto vaccines.
And I think the crying is just his unsureness and nervousness of his new surroundings.
Good luck with your new baby Niko