I have a maltese bichon cross, under 7 lbs and has the same chance of collapsing trachea (small breed issue). I have no problem using Brad's collar because he makes it with a wider fabric (3/4" wide). I found most of the collars in stores were 1/2" or 1/4" wide for the x-small collars and that can be really dangerous because it will slip between the trachea cartilage. As for a harness, it will promote pulling and trust me, I tried to do correction with a harness before I got the collar and I probably only made things worse (this was when Lindy was a baby and prior to Brad's seminar when I had two collar from the store break on me). A martingale collar is really the way to go. This is coming from someone who has experience with a small breed and using a harness for the same reasons (Brad showed me the light

<- as close to heavingly singing as I could come

).
However, the collar was too big for her neck and I had to sew it in order to make it fit and be able to correct her properly (hint hint: BRAD WILL YOU PRETTY PRETTY PLEASE MAKE AN XX-SMALL SIZE COLLAR????

). Just be prepared to do a little sewing, since most collars will not fit your dog (no matter where you look and Brad's are the best)
I'm not a vet maybe you consult your's if you are truly still concerned), but my vet agreed with me (and Brad) that the Hustle Up collar was safe to use because of it's width and I have been using it for four months now with no issues! Lindy's not a Yorkie, but she does have a similar issue and I have had no problems!
Good luck and I hope you get the collar!
-Karen