Using New Outlook on Windows for personal email, calendar, and contact management
If you look at the bounced emails, you'll see that Yahoo disconnects the socket rather than actively rejecting the email. That forces the email into Microsoft's retry queue. I've seen bounced messages that retried 11 times. It makes no sense that Yahoo would increase traffic like that rather than actively refusing the email with an error - IF it's a DKIM/DMARC issue.
Also, according to Yahoo, regular email senders require only an SPF OR DKIM. It's clearly stated in their official Sender Requirements. When a Microsoft account is first set up, they provide the necessary DNS records including the SPF. I'd bet that 99.99% of the Microsoft custom domain users have proper SPF records.
If Yahoo now requires SPF AND DKIM, they should update their published requirements. If it's still not their policy, I'd say there's something wrong at Yahoo.