Don't worry, it DOES get better!
The first year is the most difficult. We were like that too the first year of Yoda's life, didn't do anything but take care of him. Do you give the girls rewards and make a big deal when they do go potty outside (or in the right places)? We found that method worked really well for us, we say "Good boy" many many times when Yoda went in the right place and also gave a treat as well. Have you tried leaving a pee pad in the pen? So they can go on that when they are in the pen and need to go?
Over time, they should learn to play with each other, though they will always want your attention and love of course! There are also foods and treats that can keep them occupied for a bit, such as frozen chicken necks or Flossies. My boys love to chew and gnaw and something like that can keep them busy for a good half hour.
Taking great care of Yorkie babies is hard work, it's great to see you and your husband put in so much dedication and time. Yoda was fully trained at about 8 or 10 months (was a while ago), so your girls may be there soon! Once they are fully trained, it'll get lots easier and a lot more fun for everyone!
