I do see this issue coming up frequently, as of late. Unfortunately, I don't have an answer; only some guesses.
It seems Yahoo patched a vulnerability in HTML formatted emails recently. It may be that the outdated Mail App on EOLed Windows Phone 7.8 and lower is not making the transition...
Yahoo Mail flaw gets fixed, and a researcher nets $10K - CNET
Perhaps shifting the account to POP may help.
https://help.yahoo.com/kb/SLN22038.html
Or you could alias it under Outlook.com and have it consolidated into your inbox on an outlook.com account.
Again, this is supposition only. I can find nothing concrete on the web, which I'm sure many have already tried.
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