I'm having the same problem. We have a house full of dogs. Bianca, a maltese, she's about 8. Dallas, a yorkie, is a year and 4 months. Mika, who was supposed to be a yorkie mix but looks nothing like a yorkie, about 9 months old. And then we brought Rory in. Mika loves to play with her but Dallas and Bianca react the same way your 2 yorkies do. It's been 2 weeks and Dallas still won't play with her. We didn't expect Bianca to, she's never played much and just wants to be on someone's lap. But I'm so ready for Dallas to start getting along with Rory. He's so mad at me too! He's decided Daddy is his human, which really breaks my heart. We've been inseparable since I got him and now he prefers sitting on Daddy's lap/chair.
I've read some threads on here and took their advice (like making sure Dallas gets fed first) but it hasn't helped yet. I'll be watching this thread though, to see what kind of responses you get. (On a positive note, Dallas has stopped hiding in the dining room to get away from her. He will tolerate being in the same room with her, so there's been some progress at least!)
Anna