There is an issue with Yahoo emails in general. You can read about what MailChimp thinks of Yahoo’s approach at http://blog.mailchimp.com/tag/dmarc/?utm_source=MonkeyWrench+Newsletter&utm_campaign=60cdb6ad9e-MonkeyWrench_May_2014&utm_medium=email&utm_term=0_6f9c46a454-60cdb6ad9e-87036826
See Contact Form 7 not Sending Emails which explains in more detail the main reasons for failed Contact Form 7 email deliveries and offers some possible solutions.
You can help to mitgate the problem by not using the default From: [your-name] <[your-email]>, as this requires that the collected email address is allowed to be used as the sending email on your hosting.
You could instead include the collected email address as a mailto: link in the body of the email.
I removed the <[your-email]> and now it works.
Thank you for your help.
I’ve written an article at http://buzztone.com.au/yahoo-dmarc-issue/ to hopefully help others deal with this Yahoo DMARC issue.