Don't Worry......Yorkie's take their own sweet time adjusting and females are more tempermental? I have had a male Yorkie for a year, and a couple of months ago we got a female for my husband because he was so jealous that I was so close to my male! It took a while and I was very worried at first that she wouldn't bond and fit in! I was having a hard time training her too!
But now she is just as affectionate and lovable as my male, even more so I think. She is more clingy and more of a Lap dog or I should say Baby.
Artie was jealous at first, but I think now he understands that she needs to be comforted. She is very close to me now, it did take 2 months to build the relationship, but now it seems like she belongs with us. Plus the 2 of your dogs are still establishing hiarchy, who is alpha betwee them etc.? As long as you are Alpha to both of them? Be Patient and Good Luck! I've bred and raised Pitbulls and Rottweilers. Yorkie's are by far the most Intelligent, Complex, Dramatic, Affectionate and Emotional Breed. It's a good thing they can't talk!