Hi and welcome to Yorkie Talk. That is so wonderful that you rescued this little yorkie. From what I've heard lots of males will mark more if they aren't neutered. He may be marking his territory and because you have another male in your house this may be somewhat worse.
Maybe you can use bellybands on him until you're able to get him neutered. I hope this gets better for you. Perhaps it's just a temporary problem related to his anxiety and adjusting to his new home too.
I'm certainly no expert on males since I only have four females though.

I hope others will give you some great suggestions too.