How old is your yorkie? Is this the first time you would be going through a particular season with your pup? Changed foods? It could it be an alergy but it could be a condition.
Have they done a skin scrape or a biopsy to try and diagnose what is going on?
I had tried many different creams and meds on my Aussie, who was having skin issues. We finaly did a biopsy and the results came back suspected Discoid Lupus which is one of many immue conditions that can affect the skin. With that information in hand we were able to change to a better treatment which is providing her with some relief.
I hope relief comes for you both soon.
Have you tried washing her in a base of Aloe Vera gel?