There is a product called Crown Royal that is a very good doggie shampoo, it's used by those who show their dogs. There is also a conditioner and a spray that helps repell dirt and keeps static down. Pet Edge carries it but I don't know what sized containers they sell.
Just a thought, isn't Yorkie's hair suppose to be a bit dry. I mean, terriers will have a coarse top coat. My Westie does. It takes awhile to rinse her off at bathtime to get through the layer. I used Suave the other day and will NEVER do that again. She's itching like crazy. It was all I had and Nora was sooo dirty from being outside in mud and snow.