Welcome to YT!
I think your little man is too young to be away from mom and litter. (Yorkies should not be allowed to leave mom and litter before 12 weeks of age) He could just be really lonely since he wasn't given that time to adapt. He has to learn your absence doesn't mean you've abandoned him. You could buy these stuffed animals that have a heartbeat. It'll keep him company in his pen.
EX
Amazon.com: SnugglePuppie™ - Brown Mutt:...