David,
Just a quick addition to Shal's remarks. My group's transferred
messages contains a special header field called "X-Yahoo-Msgnum" that
should correspond to the original Yahoo message id.
That sounds like just the ticket. With a downloaded copy of the transferred messages it should be possible to write a simple program that extracts the corresponding numbers. Or do that by access to the archive online - depending on your tools.
Then another filter to update the file given that list of corresponding message numbers.
Shal