I think to train any yorkie, or other dog you have to grab their interest. Get their favorite treat or something even better, like diced chicken, etc. Try to remove other distractions. When Princess sees she has my full attention she runs for a ball so I put all toys up before we start. Make sure it is a completely 100% positive training session. If your temper flares your pup is going to associate it with the command you're teaching & really become uninterested.
If you're moving your pup into the desired position, i.e. sit, be gentle & slow doing it so he doesn't get scared. Don't move to the next command until the first one is mastered.
Basically it just takes a lot of short, fun sessions. When I want to quickly teach something I will train for 5-10 minutes every hour or two.
Yorkies especially seem to really love pleasing their owners, once they understand they've something awesome they'll want to do it again. It can just take time sometimes, IMO I don't think one gender would be more difficult than the other. Good luck.
