Problems with Email on Yahoo

I managed to complete the conversion to Yahoo (simple login and setting new password).  Eventually I got it on my iPhone (had to add as a new account rather than change settings from cox.net servers).  Then I got it to work for Thunderbird (missing clue in instructions was to use OAuth2).  And I have used both the Yahoo email app for iPhone, and the web interface on my desktop.  A few test emails from one account (I have 3) to the others, and it's looking pretty good.

Then, I sent from gmail.  Sometimes it never arrives, sometimes it goes to the Inbox, and sometimes it goes to Junk (iPhone mail) or Spam (Yahoo app) but nowhere on Thunderbird.  A friend sent 2 emails from gmail, 1 to just 1 of my "new" cox.net accounts and it went to junk/spam.  He sent the 2nd to all 3 "new" cox.net accounts it was fine.

I had an important email sent to me (with a time limit, from the government!) this afternoon and it never showed up.

Ideas?  I looked for any filters, but gmail?  ftb.ca.gov?  Yahoo seems to want $5/month if you want to talk to them.  Not happy at this point and may start the painful transition to gmail or other service.  Or am I missing something?