Aw, that pic is adorable!!! So PLUSH! Spoiled rotten, I see
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The jealousy/needy thing will abate with time. My Wylie was the same way when we brought Marcel home and it took about a month for his neediness to lessen, and we just supported him through that time, giving him lots of attention.
Peeing -- just keep doing what you're doing and have plenty of pads available if that's what you're planning to use long term. Tether him to you if needed. In time, you'll learn his signs that he's about to go and you'll be able to intervene. We also have some great potty training sticky threads in the training section.
As for the yelping, I think this too will lessen with time - he's so used to being surrounded by an entire litter of puppies, so this is a huge adjustment for him and it feels very scary/off to him for now.