Maybe he is having aggression issues and is "darting" out of the room bc he hasn't been properly introduced to the new baby AND he just wants to spend time and be with his family! Yorkies ARE very social. He is probably just REALLY frustrated that his whole family is out around the house and he is having to stay in a playpen locked up in a room by himself.
I think with some training and some socializing that your yorkie could become a part of your family again. I think he could also be taken off of Prozac if he is properly trained.
Poor little guy