I have a store that specializes only in dog paw-wear. I do have socks that should stay on your dog but I also have little booties that might be more of what you are looking for. Please contact me if you have any questions. I can give free shipping to YT members.
Take a look at the tiny or the small size socks:
https://www.alldogboots.com/Dog-Socks-s/75.htm
Here are the Mini Meshies:
Small Dog Mini Meshies by Barko Booties - Pink
How big is your Yorkie?