Ive never known a yorkie to shed thats really strange, u could try brushing out the dead hairs, the grey roots on his head are very normal and ive heard the grey can make them "look"bald or the hair may look thin, ive never had this problem myself, but have heard of it.
i brush both my girls everyday sometimes twice and ive never seen any lose hairs on their blankets, here we get sheepfat for dogs, it helps a lot with the coat, it comes in little like bon bon blocks with added seaweed... all my dogs have a shiny coat!
Maybe ur baby needs vitamin B.
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