I had a similar moment three month ago... I took my puppy Simba (~3month at that time) outside for half hour, he came home and peed... and did it again later on the same day. He knew where to go, sometimes he forgot to let us know before it was too late... Accidents happened everyday.
By 4 to 5 month, he finally can hold it a little longer and by 6 month, I'm pretty confident at his potty situation and accepting the fact he is still going to pee anywhere if he's over excited (other dogs in my apartment or he's crazy about his bully stick treat).
Mine cried a lot when he first came. My boyfriend and I slept on the couch right next to his crate in turns at night for the first week. The second week, we built an "fenced" area in the bedroom for him. That lasted for about couple weeks. And he gradually moved into our bed.
It just takes time. Just be consistent and patient
Yorkies are smart.