Hi. Congrats on your new yorkie! So nice of you to rescue her! I am not sure if her being in heat is affecting this behavior - it might. Maybe a breeder will see this thread and give some input on that.
I put my little girl in a playpen (some ppl here use what's called an x-pen). I place her bed in there and pee pad. It is right next to our bed where she can see us. I use a sea breeze petite pen which opens. She walks right in every night and sleeps through the night in there; however, there is an option w the pee pad in case she has to.
Your pup seems like she cannot hold it through the night, so I am not sure crating is a good idea. I would try the play pen. If not, I would just be prepared to get up w her when she needs to to relieve herself. You could also try letting her sleep in bed w you, and when she needs to relieve herself put her inside the playpen w pee pads in it, so that she is confined to that area until she goes, and then it left back in bed.
I wish you well. They eventually do get the potty training w consistency. Hang in there!