You've already received great advice, so I won't say a whole lot. But no, he shouldn't have been left out in the cold. Yorkies have hair, not fur - and no under coat; and a jacket can only do very little when it's that cold. If it's too cold for you outside, it's too cold for him. Just like, if it's too warm for you to sit in a hot car, it's too hot for him.
And in any case, yorkies are one of the most stolen breeds out there - so I wouldn't recommend ever leaving him alone in public, in general...even in perfect weather. If he was stolen, you'd be devastated...it'd never be worth the risk.
It's absolutely wonderful that you've taken this little guy in bc so few people would, given his issues. He sounds very special and seems to have found a very special home as well. I think he will make a very good owner
. You do know HE owns
you, right?