You should be very worried. You are going to end up paying a fortune for these puppies and your girl and I pray they come out alive. Very possible there's going to be a problem.
Three pounds. Yes, there will be complications. You should get with a knowledgeable about yorkies specialist. In situations where the father is larger than the mother, they will weigh everything out and make a decision with you on termination and spay or C-section. Hopefully you have all of the lineage to take in so they can judge based on the last four generations.
With one that small however you have double complications - particularly if they have a throwback to a larger sized up - and more chance of fatality. She was too small to breed.
They should be over 5 pounds (at least that's the recommendations from all of the experts and AKC).
There are people who do this in order to get tiny dogs, but the pups are never as healthy, and what they won't tell you is how often they die.
Good luck. Run to the specialists as fast as you can. Also get a mentor that is familiar with breeding yorkies. Make sure your specialist is well versed with yorkies too. Many reputable breeders will tell you not every vet has enough experience with specific breeds when it comes to special situations like this.