I picked up my new little yorkie puppy 3 weeks ago when he was 8 weeks old from a breeder. I took him to my vet the next day to be checked and he also had coccidia. The vet said it is very common when purchasing a dog from a pet shop or a breeder. The vet said that he only saw a few parasites in his fecal and put him on medication for a week. The breeder also had him on this medication so that is probably why he only had a few of the parasites. I took him back yesterday for a booster shot and he still had a few coccidia in his stool sample. My vet seemed concerned because Dylan weighed 1.2 lbs at 8 weeks and 3 weeks later he only weighed 1.25 lbs. His stool is firm now though (it wasn't the first week I had him) and he has a healthy appetite and hasn't thrown up. I'm worried he won't be able to get over it. Their own immune system has to fight it off.
I sure hope your puppy is okay and gets better. It sounds like he is getting really good care and that they are treating the problem aggressively. Please keep us posted on how he is doing.