Hi Mike, Yorkies are prone to changing their minds overnight, especially during the first year.
They also tend to love being with their humans. Max's pen was at my bedside when he was a pup. He insisted on sleeping in it until he was a year old. Then he decided he wanted to sleep in my bed.
You could try putting a second pen in your bedroom. If you would prefer not to have her in your bedroom at night, work on tiring her out before bedtime. Then will have tough out some potential barking and crying until she understands the sleeping arrangements aren't going to change.
Whatever you decide, sound like you need a taller pen. I had to switch to the 4' high xpen. If she is climbing the pen walls, then you will need one with a top for her safety.