With such a large male and a small female living in the same house you gambled and lost, unfortunately. I must say it is pretty remarkable at the lengths animals go to to mate....wow through the cage really? Anyway, I don't know why you didn't spay the female and neuter the male if you weren't planning to mate them?
No it is not to late for an emergency spay. Again I wonder why your vet didn't suggest this from the get go since you acted so quickly in getting her to the vet.
Here is a recent thread that may interest you, read through and there is some very good info from a Specialist regarding this very topic.
Good luck to you and your pups.
http://www.yorkietalk.com/forums/bre...imer-help.html