Missing emails in Yahoo! mail account

A lot of spammers send spam with the sender marked as your own address, trying to fool the spam filters this way. Spam filters work in various ways, trying to classify emails depending on various criteria. The email you sent seemed somehow suspicious to the filter, so it marked it as spam.

You can try to change this behaviour by telling the filter that the email you sent to yourself is not spam. This may or may not work, as the filter's trying to do what it thinks is the best for the user.

It is very unlikely that Yahoo was hacked. More likely your account fell victim to cookie theft or something else in that vein. You've already changed your password and security question, and no mail seems to have been sent from the account, so I would not worry about it. You've already done everything you can do.

If you want to be extra safe, you might go over your inbox and check for any financial or otherwise important information you might have in there (bank login info, credit card numbers (unlikely), passwords to other sites, etc.), and take the appropriate precautions with regard to any sensitive information you find.