The big thing is to be patient and give her time. Let her come to you and don't push her. I too rescued a yorkie and in the beginning it was a learning experience. The one thing I did was give her time and I set boundaries....like potty training (of course) and rules on how to treat the cat (she is much better now). The vet can check to see if anything neurological is going on.
Also make sure she has a safe place to retreat too. Brandi use to go under the bed when she was feeling anxious. She hates her crate so retreating to under my bed because her safe place. She no longer does it. Brandi came with some quirks but over time those quirks slowly started to disappear. Now she is a diva.
