The first 6 months or a year, they really need to be pampered. Well, that's what I've heard and done. We didn't leave Yoda alone for more than an hour or so the first 6 months. I do believe they are lonely if you only have one, especially if they were always around their brothers and sisters in a litter along with their Mommy.
If he's crying, and it's NOT due to being hungry/thirsty/needing to poop or pee, then it's usually a cry for attention, unless he has fleas or is sick. Has he gone to the vet lately for his routine checkups/shots?
You could try to let him sleep in your bedroom, but he may cry so he gets to sleep on your bed. Once that happens, he'll never go back to his own crate/bed, just to warn you. :P If you let him sleep in your room with the crate door closed, usually Yorkies will NOT pee/poop in their own sleeping areas, unless they are sick or it's a real emergency and they can't hold it any longer. So perhaps try that for now...
Good luck! It'll get better after the first 6 months!