Don't worry. Be patient and things will work out. We had some jealousy issues when we brought home our second. Some of the issues were worked out in a couple of days, others were worked out within a couple weeks. Only one issue -- sleeping together on the bed -- took a few months.
Continue to supervise when they are together. Intervene and separate only when it looks dangerous. Otherwise, let them get to know each other and establish things between each other. My boys played rough when they first met. I have never had 2 dogs before, so I was taken by surprise. Being Yorkies, they would start running 100 mph around the house and practically swing from the chandeliers, barking at each other.
Put your boy first for everything: greet him first, put his food bowl down first, and so on. Give him some alone time.
If he doesn't want his potty treats, don't worry about them. Continue to give him praise when he goes in the right place. When you catch him marking, give him a firm "no." Clean all accident spots thoroughly with an enzyme cleaner to remove the scent.
Is your boy neutered? If not, that may be a big part of the problem and driving his desire to mark.
Good luck and congrats on the new addition to your family.