I found the answer, I thought I would report back in case others trip over this thread. My answers were found with DuckDuckGo's Artificial Intelligence.
Very simplified steps,
1) Log into your Yahoo account and find your Contacts, there is an option to export your Contacts as a csv file. Export the file and remember where it is. (Mac Download folder, probably.)
2) Go to the problem iPhone, I have two iPhones, the problem was only on one of them. Go to Settings, Contacts and turn off synchronization with Yahoo. This will DELETE your Yahoo contacts from the iPhone, but will have no effect on the Contacts that still exist with Yahoo, they just won't be synchronized anymore. (This will also delete the Yahoo "List" on the iPhone Contacts, which was my goal all along. )
3) Import the csv file into All iCloud Contacts, ( I did this on my Mac Studio. ) Now, all of the Contacts that I have are in one place only, and that is iCloud.
Note: The procedure that I found mentioned that not all Contacts might be imported from the csv file, and you may have to copy some manually. So far, I have not encountered that glitch.
For people that are more clever with technology, it looks like you can synchronize different email services in Apple Contacts. I don't want that level of sophistication. It's extremely rare for me to use Yahoo. It's a throwaway email address when someone insists on having one, when they don't actually need it.