Both Magnus and Zoey are good about holding all night. But I do have bowl of water by the bathroom door and a pee pad in the bathroom just in case. They're allowed sleep where ever they want in the room so they move around throughout the night.

Magnus prefers to potty outside but Zoey is half/half. Luckily, there doesn't seem to be any confusion as to where they're allowed to potty. :D

So funny. I did the same thing with Ruger. Couldn't stand to hear him cry the 1st night in his crate. So plopped the crate in bed with me. Stuck my fingers in the holes so he could lick. Slept like a baby. I would wake up during the night & take him out, go back into the crate, slept the rest of the night like a baby.
Never less, he's in my bed every night without the crate and we cuddle & sleep like a baby. Who needs a man in your bed when you have a cuddly Yorkie? Ha!

You could use a baby monitor. Just turn your recciver on when your baby settles down. Then you can hear if she needs to go potty..

oh my, I count my blessings that my only "rough" night was the first night. I had prep'd her crate by covering it and adding stuff (like a old sock and a new toy) that had her litter-mates/mom's smell. I set the crate next to my bed and wake whenever I hear her move, shining my iphone on her to check on her while in bed. She's usually going out of her crate (which I made an area for her to go into) to potty. More excitements and worry on my part, but I felt lucky that she did beautifully in adjusting to her new home with me. She has never cried lots at night, like I remember other pets did and I hear others had have issues with. When she did fuss a bit it was because she wanted attention or to get out for a sec. So i'd hold her to me for a little bit until I felt her become sleepy again.
The only time she has cried alot is the day when my mother let her free roam the house when i was working X.x;; Ever since then you can get her in the play pen etc. but don't ya dare lock/close her in X.x; That's when she cries/screams. One night my mother got fed up and let her out and she found herself a spot and conked out for the night.
We kept unsafe stuff off the floor, but ever since she's been really good going about her business. The first year was the rough part in that she has chewed on furniture on and off, but after that she actually got real good about stuff like that.
It all depends on the yorkie of course, but you just gotta watch them and get a feel of their personality. I was lucky that my girl did well but of course now.. as an adult she's spoiled. ^^;

Do you respond at all to her? You can't. You're essentially in a staring contest with her and you cannot give in or she'll be like this every night. Leaving her where you can't hear her clearly at night also isn't a reasonable option. At that age you're pretty much going to need to make a potty trip most nights, her bladder is tiny and she isn't likely to have great control of it yet.

With Cookie one night of just leaving her alone was enough, but it sounds like it will take more for you. I made Cookie cry herself out and shut up for 15-20 minutes before I responded to the whining, as I figured it was a "I have to go pee" request and not a "I demand to sleep near you tonight" request. There were some accidents early on but she hated soiling her crate and learned pretty quickly that crying at night was the signal to make a potty trip. It also helped her make the connection that barking at the door was how to ask out.

Wow talk about an information overload.
I have now read this whole thread twice. Thanks to everyone who added their advice and experiences.
We take delivery of our precious Lilly in two weeks, can't wait, and want to crate train from the start.

After reading this thread I think we have enough info to get off to a good start.
Now to get my beautiful precious wife to to not buckle in those first few nights.

I saw some advice about putting an item with the litters scent on it with her in the crate so I'm gonna make sure our breeder can supply us with such an item to help with that initial separation from her mom and siblings.