How to forward as attachment

Are you saying that Yahoo mail does not offer an option to forward an email as an attachment? Are you using the Mail app or accessing your Yahoo mail via a web browser? If the latter, did you ever configure the Mail app with your Yahoo email account?

If you are reading your Yahoo mail within Apple Mail, and not using some other Mail agent as the default email reader, then Apple Mail will allow you to select the message, and either from the Message menu, or as a control-click on the message itself, you can select Forward as Attachment. This will do what it says in a new Mail compose window that you send to reportphishing@apple.com. Do not add any additional information to the Mail body before sending it.