How are you receiving your Yahoo mail? If it's via an email client (such as Outlook Express, Windows Live Mail or Thunderbird) or via an app on your phone or tablet, it's likely that Yahoo is marking the mail as spam before it's sent to your computer/tablet/phone. That's why it won't appear in the junk folders on those devices.
The way to fix that problem is to access your Yahoo mail from the Yahoo website, using your web browser (such as Internet Explorer, Firefox, Chrome, Safari or Dolphin). Then you'll find the missing emails in the LOCAL junk folder (which you won't see with an email client or mobile app), together with an option to mark them as 'Not spam', so that future emails should arrive normally.