My brother's pup (non-yorkie, but similar situation) has snagged his dew claw a couple of times. We just take him to the vet as a walk-in, and let them clean, cauterize, and bandage the nail - or do whatever needs to be done. It looks terribly painful, and I wouldn't want to risk waiting around for infection to set in or the pain to get worse.
__________________ katy&levi 
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