Many of these Yorkies are certainly finicky eaters but it's odd he started this after his puppyhood. Maybe it is related to his giardia but the vet would likely have mentioned that rather than finicky as being the reason for his refusal of food.
Is he healthy and hardy enough for you to withhold his regular meal for most of a day and see if he will eat his regular food then?
Have you tried Separation Anxiety desensitization training to try to help his Separation Anxiety?
__________________  Jeanie and Tibbe One must do the best one can. You may get some marks for a very imperfect answer: you will certainly get none for leaving the question alone. C. S. Lewis |