OP, I have to agree with the others, yorkies are not outside dogs. There whole way of life is focused on their person, as they seem to bond with one person the most. They'll love the whole family, but it just seems they want to be with the person they have chosen as THEIR person all the time. They want to eat near you, sleep near you, play near you and sometimes on you.
Yorkies are companion dogs, and when they are separated from their person it is torture. Maybe your Yorkie feels loney and most of all confused because he or she hasn't bonded with anyone in the house or is confused by the living arrangement. I know someone suggested let them sleep on your bed or a family member's bed, that's not necessary if you don't like the idea of it. A lot of members here don't sleep with their furry babies in bed. I do, I happen to like it.
but if you don't a bed in your room, a crate or whatever is fine. As long as your Yorkie feels that they are close to you that's really all they want.
PS Any chance you got your pup from the Carson shelter? We were looking at possibly placing a 2 year old Yorkie boy in our rescue. When we went back to pick up a little girl I'm currently temporarily watching, he was already adopted out to a new home. I was just wondering if this was the same little Yorkie.