I've had my amazing little Yorkie, Rudy, for 6 months now, & he's 10 months old. I love him to pieces; he's such a blessing. However, he's an indoor dog completely. He's never been outside. Our vet actually recommended this, as Rudy is very tiny (about 3 & a half lbs!), & our vet warned us about the possibility of hawks swooping him up. He goes potty on wee wee pads, & we have plenty of play time for exercise, but I'd love to take him out for walks! But I'm pretty scared of doing so, as it would be his & my first time ever doing this!
He'll be getting neutered soon, & I feel like I'll be more comfortable with taking him out after he's neutered, as I've heard this can help calm them & prevent them from trying to find a mate while out. I really want to give him a chance to see the world, but I'm deathly afraid of him either 1.) Breaking free from his harness & running away or 2.) Running out our front door someday. Just thinking about this actually has the ability to keep me up at night or bring me to tears. 
Now, I do plan on teaching him basic commands like "sit" or stay," but I'd like to invest in some sort of gate for my front door as an extra precaution. I've searched the internet long & hard for a gate made specifically to block off a front door, & I can't seem to find one. 
I feel very dumb to say the least, haha. If someone can show me where I could get one, I'd greatly appreciate it!! 
He's confined to one area of my home with baby gates for now (it's a large area), as he still has accidents & my cat is afraid of him, but eventually I plan on giving him access to the whole house, & this is where my fear of him escaping through the front door comes from.
I just want to give him the best life I possibly can, while not being in constant fear of him running away. I feel like I've sheltered him & I'd like to slowly break out of it while maintaining a safe environment.
Are there any tips I can use when giving my Rudy his first walk? Or when training him to sit/stay? I plan on practicing in the house at first. What are the chances his harness will come off? The type I have has quite a few loops & things to keep it closed, but is it likely it will come off? How can I prevent this? I feel like I have a million questions, but I love him so much..I honestly just want to keep him as safe as I possibly can.
I know this is really long & I apologize; I'm just a slightly paranoid pet owner, haha! I'm sure it shows.
Thank you for taking the time to read this & help me out; it means so much to me!