This happened to me a couple of weeks ago - and it was not something I could "fix" using the direct login to yahoo mail on the browser. It did eventually clear on its own. I admit I did not rush out to check whether "yahoo" website was having trouble; as you say, other options still worked.
If you have not done so,
and if the setup will finish (what with Yahoo having a snit),
Add your email address to Windows mail and use that for now.
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