It sounds like he doesn't want to be in the living room sleeping away from you
He's most likely used to sleeping with someone OR he's been so neglected in the past that now that he's gotten a good taste of some human Love, he just wants more. I would think he'd be getting passed up for adoption because of his age. The thought of this poor little old man sitting in the shelter all alone with no person/people to love is making me absolutely nauseous.
Have you tried any Yorkie Rescues ? I'd be on the next plane to get if I didn't have a male already that will NOT tolerate a new male. Someone has got to get him out of that shelter