You have a big heart! Poor little one! He looks like he needs a lot of love. Yorkies are so amazing! They return your love at least 4-fold! Make sure to scratch his head and tell him he is a good boy everytime he walks your way! After a while when he knows he's there to stay he will show his love!
He probably is really sensitive about making mistakes in the house, so maybe you don't want to even say a word if he makes a mistake. Just praise him like nothing else if he goes in the right place, and give small treats! My Chibi chan gets really sad if you tell him no when he makes a mistake. We don't say it anymore and 99% of the time he goes in the right spot. Everyone had there own method though...Basically everyone will agree that it takes time and a lot of patience! But when it happens it's the happiest thing in the world!
And if you can, keep him near your bed when you sleep. Yorkies do love to be with their family. They are pack animals. You are his pack! Our little guy sleeps right in the bed with us...but he is mostly potty trained..so probably wait on that...
Good luck! And welcome to Yorkie talk! I can't wait to hear about his progress!