We had a Shih Tzu for 15 years. A Shih Tzu has little in common with any Terrier - temperament wise. The Shih Tzu is an adorable lively puppy but they mature into a much less aggressive and lively dog than a Yorkie would be. They are just bred for different things. The Yorkie was bred to go into holes and walls to kill rodents. Imagine the kind of stamina and bravery needed for such a job! They are determined little dogs. Feisty! Terriers have genes that are different than other dogs that do not have hundreds of generations of breeding for such aggressive work. They are still dogs though and love their people and are very loyal although I often wonder about Buster who might just leave with anyone who he meets up with!
He just loves everyone.
Gracie was our first experience with a terrier. She was amazing! So small and so lacking in fear of any kind! We spent so much time just laughing because of her very fearless nature and comical behavior. She was definitely different than any of the other dogs either of us had throughout our lives. If you do not think you can deal with that kind of a dog then I feel sorry for that pup and you. You will always be trying to make him be something he is not. He needs a lot of exercise. I found that taking Gracie on at least two long walks a day made things much easier. A tired puppy or young adult dog is less likely to be looking for things to get into. A Yorkie has that inner energy telling them that they need to be doing something! They are frustrated if they do not have a job and if they do not have an outlet for that energy.
Gracie is 7 years old now and is not getting into things all the time like when she was young but she still follows me around the house and likes to boss the cats around some. I will always have at least one or two Yorkies. I love the terrier temperament but they are not for everyone. They cannot be trained in the same way other dogs are trained. Their genetics make them what they are and you are fighting against more than just a strong will if you try to force them to change. You can have a well behaved Yorkie but you may need to change your methods of training to achieve that.