I hear your frustration and in the immortal words of Bill Clinton ... I feel your pain
First thing ..... training at 15 weeks just ain't gonna happen esp with a Yorkie pup
second get ready ..... because training these little guys isn't easy
The males esp like to mark everything ... I know ... because I got two
Next for some reason they like the smell of urine

They have no aversion for peeing on and in their bedding or anywhere for that matter
Just keep after them .... once they get a little older and it helps if there is the smell of other dogs outside
because that will tempt them to pee and mark outside rather than in the house
.... and remember .... when he does pee or poop outside ..... make like it's a ticker-tape parade