Why the mails from zimbra server to yahoo goes in to spam folder

I don't see any public IP addresses in your header... Did you send one to yourself? If so, that won't work. We need to see the headers after it arrives at Yahoo or Hotmail.
One thing I do see is that your mail server thinks you are on a SORBS Blacklist. If you are, then Yahoo and Hotmail will most certainly tag your emails as spam...

Update: You are on 5 blacklists according to: MXTOOLBOX. This is for sure the reason you are getting put in the junk folder at Yahoo and Hotmail.

The problem was that DKIM signing was still in test mode; t=y in the DNS entry.

I redid the whole thing with a new IP and got the same results. But noticed that the DKIM signature generation tool that I use, leaves a t=y in the middle of the signature. Notice that I removed t=y earlier from the policy entry, but that didn't do the trick:

teltubdkim._domainkey IN TXT "v=DKIM1; g=*; k=rsa; t=y; p=MIGfMA0GCSqGSIb3DQEBAQUAA4GNADCBiQKBgQCtMbAffP/NxX4JcglM+1G2M6xB/va6k1pZijAgZxRKXbbzACUdbSv0MFip5TAAFyZkH4VIUgUq+BAgbAzLZOBEB0SZu2uDb87XMj1acvSOVs//QpUDnbmaLjz4I7HGCY70jZtjFzdEt42730bXJ6eoK1zTGHAx3KLtFFkurHJVXwIDAQAB" ; ----- DKIM teltubdkim for teltub.com _ssp.teltubdkim._domainkey TXT "dkim=unknown"

Be extra careful ...