Hello & welcome, I am Dr. B, a licensed veterinarian and I would like to help you today. I do apologize that your question was not answered before. Different experts come online at various times; I just came online, read about your situation, and wanted to help.
Fleas do not tend to go up dog's noses. If they are trying to evade bathing, they are more likely to be found in the ears, corners of eyes, arm puts, and under the tail. Instead, if he is breathing funny, we'd be most concerned about water having gone into the nose and upper airway. That said, as he is a Yorkie, we do have a concern that if the bath was stressful or he did take in water that then irritated the trachea, we could see tracheal collapse (which can give a coughing/odd breathing presentation).
Now if Jazz is still showing distress, we do need to check how serious this is. To start, we'd want to take a breathing rate. At rest, he should have a normal rate ~30 breaths per minute. If they are higher then this, then we'd want to have him seen. Especially if when checking his gums, you find them pale/white instead of pink (a sign of poor oxygen uptake with his current breathing pattern. Otherwise if these are fine and he is just irritated in his nose, you can try putting 2-3 drops of cool water into each nostril. This will just help flush anything out (and help pass any soap that may be in the airway irritating it) and may be able to aid him settling.
Please take care,