how about letting her sleep in a crate in your bedroom. my bunjee hated to sleep by himself in the kitchen at night when he was younger. he'd cry and whine to no end. when he sleeps in the bedroom, he'll only whine when he needs to get up to pee, usually once or twice in the middle of the night. and when go back to sleep once he goes and i put him back in his crate. he's gotten a lot better about sleeping alone or just being by himself for a few hours at a time since he's a little older now (he's 6 months this week).
as for chewing the walls. she's teething, so she'll try to chew anything and everything. for bunjee, i sprayed bitter apple on the walls and other areas he liked to chew. he doesn't like the taste so he quit chewing those areas.
as for obedience, yeah, yorkies are a bit of a spit fire with a mind of their own. your little one can probably benefit from a course in obedience training. the trainers can give you a better idea about how to handle your puppy. i found that bunjee will do nearly anything for a bit of cheese.
good luck!