Yorkies have sensitive skin and itching is not uncommon. The reasons could be so many.. from the shampoo to the temperature of the water when you bathe your puppy.
Don't use hair dryer and leave the coat to dry normally.
Could be Allergy
You said "Some days it is not to bad, other times she cant stop."
Have you noticed any circumstances when it gets worse? After bathing, after eating something?
Have you tried to change the food?
Try giving only bottled water for а certain period of time.
Trigger for allergy could be even different laundry detergents and cleaners. Be sure to rinse your clothes and there is no residual detergent on them.
Be sure to rinse the shampoo carefully when you bathe your puppy.
It is really hard to find the reason for such a problem but when you try different things you will start eliminating them one by one.
I found a good article about these kind of skin problems
HERE
I'm sorry if it is not allowed to post a link.