I would also agree that each dog is potty trained differently. Unlike my older boy Scottie who is 5.5 pounds, my girl Casie who is 4.5 pounds could not be crate trained. She pees a lot throughout the day because her bladder is smaller. I spent a great deal of time, effort, and patience to get her accustomed to peeing on the pee pad. They need schedule and routine. If you feel strongly that the Yorkie breed is right for you, then it's possible that you need to put in the effort of potty training her in a way that works for her. Thus far, it seems that having her potty with your other dogs isn't working. Like others, I would also recommend you change try putting her in a confined space, such as a xpen with a pee pad. Only let her roam freely after she has gone potty. You need to prevent all the accidents happening around your house and on your bed. If her accidents are happening at night, then I'd say that that's when she definitely needs to be in the xpen. The crying will eventually stop. It's part of the potty training of Yorkie puppies.
Both of mine were not reliably potty trained until over 1 years old.
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