I have heard that the body wrap you can purchase does work for some yorks.
I have tried swaddling with a bath towel, semi-successful.
You can also try rubbing the dog down with Downy dryer sheets, yes, I am serious. Something about it takes the static in the kids fur and reduces it. The static apparently causes the dog some minor discomfort with little prickles from the storms energy. I have used this method with my Cappy, and it did reduce the trauma and drool!
Also, some kinds of natural drops, Rescue Remedy, I believe was the name, get at natural food stores, etc. I did not have any notable results from this, although others have said it is wonderful.
Good luck, it is hard to deal with.