First off I wouldn't use Pantene or any other product for humans. The pH of these products is formulated for people not dogs. Are yorkies prone to it hides? I don't think so. Only one of mine has allergies and scratches. And when we visit the dermatologist, there arent that many yorkies compared with other breeds. For my dog with allergies, I like yorkie splash and shine shampoo the best (
Yorkie Splash and Yorkie Shine | Yorkie Shampoo and Yorkie Conditioner). For my others, I really like Les Pooches products.
Food allergies are kind of rare. In my view, sometimes grain free formulas are worse because they have lots of pea or legume proteins that can be just as intolerable as grains. I currently feed grain free, but it's home cooked. For many years, my dogs ate brown rice and we had no issues with grains.
Your vet should be able to help with the itching.