I'm smiling all over myself here.....

Maggie getting her little hooks into ya! Those cute little eyes......
Our friend Bettyeanne, Toto's mom, says that Yorkies are "velcro dogs" and I agree with her 100%! They like to be WITH you, and you will soon have play areas throughout the house.
The treats we give our dogs were recommended by the vet when we got Higgins: They are the Lamb Jerky treats by Solid Gold. When they are babies, divide the treat into 4 little pieces and give her one little piece 3 or 4 times a day. These are all natural and VERY healthful for furbabies. They also help avoid any hypoglycemia problems. Both are dogs still LOVE them. Rewarding good behavior right from the beginning is a good thing (Oh Martha!).
It is just my opinion, but I think that startling a little baby at this age isn't the best approach to housebreaking. I just give LOTS of praise when they do it in the right places and quietly clean up the rest. YOU will be the one who is trained for awhile.....putting her on a pee pad regularly and particularly just after she wakes up.
Some puppies like to nap more than others. They are a lot like human babies....they will be playing like crazy and all of a sudden they just lie down and sleep! Higgins still takes morning and afternoon naps, just not as long as they used to be.
Sounds like you have a good start on Luna's sleep arrangements. However, Higgins has slept in bed with us right from the day we brought him home. So does Pogo. They are my footwarmers! And I love being awakened by the cutest little dog in the world licking my face and welcoming me to the new day.
So far, I think you're doing a GREAT JOB!!