@Tilly
I don't use Chrome but was curious enough to Google it and I am dismayed to find opinions split between yellow triangle meaning some insecure elements embedded in a webpage and it meaning "totally safe". Clearly some spin going on there.
https://answers.yahoo.com/question/index?qid=20140609100513AAdjP2B
By rights, web email should be on a htpps:// page and I suspect Yahoo has added something like an advert panel that (in error) is compromising the security of the page. Chrome has detected this problem and is warning you.
Send a complaint to Yahoo UK as this is not a software glitch.