I think if he had fleas you would be able to see them, especially in the belly area. He may have mites? I hear mites can be common and very contagious, they make the yorkie really itchy and I don't think they are easy to see.
If the itching goes on for more than a few days I would take him to the vet to have him checked for mites
Good luck, and please post to tell us how he is doing.