Hi there and welcome to YT!
Yeah, it takes a while for dogs to adjust to ANY changes. I think Yorkies might even be more sensitive to it (based on my experience). So, new dog in the family...just gonna take some time. You sound like you are easing them into being around each other so that is good. I've found that it usually takes about a week(ish) for them to adjust to new homes...just get into a routine and settled and things should get better. Dogs LIVE for routines!