I had the same problem with Jessies coat around that age,at 8 weeks when I got her,her coat was very thick and fluffy,but at about 12 weeks it started to fall out!!.She seemed to have different textures in different places on her body and her hair would really matt under her arms and on her belly.She went through an AWFUL hair stage which lasted about 6 months,her hair was coming out in clumps and every day it looked different,it also wasnt growing,I had never seen a yorkie with such short hair!,I was so worried that she was going to have the worst hair!
But a few months ago it started to change,it got longer and longer and the texture evened out
She now has the most beautfiul silky coat,its thick,long and very easy to brush because it doesnt matt at all.You wil just have to be really paptient because the "ugly duckling" stage is very frustrating,but just think of it as the gap between the puppy stage and the end result which is a beautiful yorkie!!
It does seem to last forever but you will love the end result
In the mean time I would use a good quality shampoo,mink oil after every bath (this is WONDERFUL for difficult coats) and just sweat it out
Good luck!