I have a 15 week old Yorkie but he is behaving very badly, how can I fix this?

I have a 15 year old Yorkshire Terrier that I got as a surprise. He is my first official dog for myself, but I raised up with plenty of dogs my whole life and I love dogs. But this little pupper of mine is biting me every time I want to pick him up, and he bites hard, if it is for petting, chilling, relocating him so that he can eat his puppy kibble in peace, or mostly to get something out of his mouth that he finds, or even to catch him because he runs off to my horses when I open the gate to go out of the courtyard where he is save and have access to the house if he wants to go in as he wish and he does have his chew toys, soft toys, balls etc. I tried training him, because he is incredibly smart, he really is, and I did train him some stuff like, sit, lay down, wait and the basics and he responds to them and I do praise him and give him a treat. But as small as he is, he thinks he controls everyone and everything. He barks at everything, like if he wants to through a certain door that is closed for a reason, he bark at you when you are eating and especially trying to sleep and he did not stop his barking and whining at night and ai literally have him for 8 weeks, I tried everything, putting him in a crate, in kitchen, in my room, on my bed, in the laundry, in the army room, even gave him the option to roam in the house at night to find a place to sleep. He barks and whines to get on the couch or bed and when you pick him up he barks again shortly to go off. I live on a farm, so there are lots of space, we have a closed courtyard so he can go in and out of the house as he likes. And we went to the vet 3 times in the 8 weeks I have him, 1st right after I bought him to have a check up to make sure he is healthy and happy, 2nd to have his deworming and vaccine and 3rd to check if an injury or sickness can be the cause of the bad behavior. The vet says he is perfectly fine and he is literally the best vet in the area. I tried being calm, but I am starting to lose it.
I have a 15 week old Yorkie but he is behaving very badly, how can I fix this?
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