Thank you. Amitryptilline is my preference for cats, but for dogs, I prefer fluoxetine for obsessive/compulsive behavior (more on this below). Fluoxetine is the generic of Prozac, same effectiveness, MUCH less costly.
The air licking your little dog is exhibiting is text book obsessive compulsive disorder, which is repetitive behavior engaged in, in misguided attempt to quell underlying anxiety. In short, your Yorkie is a nervous little dog, and the air licking (and likely the inappropriate urination) is his attempt to alleviate that.
As such, I recommend two things. As previously stated, I am not a big fan of amitriptylline for dogs with OCD, but favor fluoxetine. Therefore, I believe anti-anxiety medications are appropriate, just a different medication. The first thing I would do is contact your vet to discuss dosing your dog with fluoxetine.
Next, the very best treatment for OCD, better than anything else, is exercise, AND LOTS OF IT! All that pent up nervousness and anxiety that drive his behaviors needs to be expended. As such, I would have him walking a brisk pace every day, gradually working your way up to 45 minutes to an hour of walking. Walking in this manner not only expends energy, but also naturally raises seratonin, statistically 50% as effective as fluoxetine, while lowering the stress hormone cortisol. Plus, its healthy for both you AND Buster.
Lastly, I would try very hard to keep as calm an environment in the home as possible. Dogs are very in tune to our emotions, therefore, when humans in the home are in discord, upset, bickering, raising their voices, or just generally stressed, it affects dogs much more than most pet owners would care to realize, and this is especially true of sensitive little terrier alert to our every move. It may be a good idea to have soft, classical music constantly playing, and try to keep televisions and stereos at reasonable volumes so as not to startle the little guy.