How does he respond to the recall command when outside? Does he come back to you immediately or suddenly suffer from "selective deafness"?
I don't have a Yorkie - yet - so I may be talking a load of rubbish. But I do have a West Highland White Terrier. She has her good moments outside BUT anything moving quickly, people chasing balls, children's noise etc and she's ready for a game. Selective deafness suddenly clicks in but she knows, I know she can hear me. I call her name, re-inforce it with the recall command, then... run off in the other direction. "Aha", she says, "another game of chase and this time I know there will be a nice treat and cuddles when Mom let's me catch her. I must remember to give her an adoring look when I catch her and she says 'watch me' though"
It's instinct to a large degree. Both types of terrier were bred from very mixed breeds specifically to work/chase/catch or kill small animals completely out of sight of their handlers. They had to become very independent and, although today's Yorkies are not working dogs, I suppose you've got to expect a bit of recessive behaviour creeping back in now and again.
You are doing the right thing in going to training classes. Good luck.
Oh and running away sure does keep you fit as well
