Using classic Outlook for Windows in business environments
Seems that yes, just changing the server works.
Below from Apple forum: - no need for the other software:
https://discussions.apple.com/thread/253810183?page=3
Search through Yahoo's documentation I found a workaround that allows downloading of all the emails.
It's just a matter of changing the IMAP settings for 3rd party mail apps.
However I had to delete the predefined "Yahoo" account and setup "other mail account".
I entered my account, one-time generated password, had to wait 10-20 seconds to get a time-out
and then was able to enter the IMAP and SMTP settings.
The main change is for the incoming mails:
export.imap.mail.yahoo.com
https://help.yahoo.com/kb/new-mail-for-desktop/download-email-yahoo-mail-third-party-sln28681.html
This solved my issue - and maybe it might help others in the community.