Nothing helpful to add but just to say, I'm also with BT and one of those who are still served by Yahoo and I don't have a problem with missing group messages or them going to spam.
Hopefully any/all information will help pin-point the problem.
Sue
* Matters are complicated by the fact that
BT's mail service is actually provided by
different providers; at one point it was all handled by
Yahoo but BT set about migrating to (I think) CPCloud. Then,
for whatever reason, I think the migration stopped so that
some users are on CPCloud (me, for example) while others are
still on a service provided by Yahoo.