Krystee,
OHH YEA, Yorkies are great about "family" connections, what a blessing
we are experiencing by their breeding !
My Male Sneakers is SO protective with our new puppy (female) Becca.
Though they are Brother/Sister, he thinks Becca is HIS puppy.
I can't help but remember an instance when Becca first arived...
We have a section of Gate, with the "Hurricane" type wire on it.
Becca, got her head stuck in one of the openings, and Sneakers
was going ABSOLUTELY NUTS, trying to help her get her head out.
I was across the yard when it happened, and he was running back
and forth, barking like mad, trying to get my attention.

It was a simple fix, but, I had to literally pick him up, and put him in
the house, where I cold get to Becca, and ease her head out.