Clean your bedding and the floor with enzymatic cleaner (Nature's Miracle). Spray whatever can't be washed. I would block his access to the bedroom altogether. A Belly Band may help:
Here's a link to purchase some... two or three so you can wash and still have one available to use...
Belly Bands*::*Yorkie Haven Rescue Boutique
Then take him for walks after meals, 1st thing in the morning, last thing at night, after playtime and after naps. Each time he pees outside, give him a treat and a lot of praise (go overboard with the praise).
If he begins to mark elsewhere in the house, confine him to one room and continue the walk schedule. One day he will 'get it'.