How to retrieve deleted spam mails

By bypassing the spam filter with creating your own label, you are taking away Gmail's learning capabilities. There is probably a reason your emails are getting filtered as spam (lots of images, certain keywords, etc.)

I would suggest going back to the default: taking off your custom spam filter, placing all the known spam into the spam box by hitting the "Report Spam" button, and keeping an eye on the spam box for a while.

I don't think you'll get any direct information out of Yahoo! as that would potentially give spammers an edge in the never ending war between the spammers and spam filters.

Have you analysed the headers as received by the Yahoo! account? They might contain some information inserted by the spam filter.

Other than that, contact Yahoo! and explain the situation. They might be able to add your domain onto their white list.