I would try the puppy pad too like some others have mentioned. I know some yorkies who go outside and on the pad. My Cruz hated the puppy pads, he was would shred them to pieces! One thing that worked for me when Cruz was a puppy, was always taking him out the same door. Eventually, we would find him standing near the door and we would immediately take him out. Also, taking him out a lot!! But it seems like you are doing that. I would always take him out after a nap or after he was playing a lot. I remember noticing that he always had to go after playing.
Dog give up! Hang in there! He can be trained!