“I assume that we’ve reached the end of the road with my problem then!”
From this comment, I infer that you are seeking an outlet for your evident frustration.
I and other contributors within the Apple Support Communities are not on the payroll of Apple, Sky, or anyone else; we are not paid for the user-to-user technical support that we provide to those who seek assistance. We are all end-user customers of Apple products, just like you. Where we are able, we try to share the benefit of our knowledge and expertise - hopefully finding resolution to a problem.
Regrettably, it appears that nobody else here has provided any additional suggestions beyond that I’ve already provided.
Insofar as I have no way of replicating your explicit problem with provider-specific steps to set-up email for your Sky/Yahoo email account - beyond the comprehensive information from Sky to which I have already provided links (which I had to find on research for your benefit) - I regret that I am unable to provide additional assistance.
What is perhaps disappointing (but on the basis of their reputation, is not overly surprising) is that Sky appear disinterested in providing effective technical support to you, their paying customer. It may be in your best interest to find an email provider more suited to your needs as, even if you are wedded to a service contract for their media services (this being their core business), nobody is forcing you to rely upon a sub-par email service. Sky have clearly farmed-out email to a third-party provider (Yahoo in this instance).
Have you tried seeking help from Sky’s own Support Forums (“official” or otherwise)? You are more likely to find assistance in overcoming difficulties you have with Sky services from others who may share similar problems.
Whilst not managing on this occasion to find a resolution for you, I hope my contribution has been helpful.