This is an older post, but I found it through a google search when I was trying to use the forwarding feature on cPanel.
Gmail received the forwarded emails fine but Yahoo did not.
Through troubleshooting the issue I found that Yahoo worked after I setup SPF, DMARC, and DKIM on my domain name. cPanel allows this easily by going to "Email Deliverability" then letting it add your SPF and DKIM records (copy/paste the info to your domain provider if you're not using cPanel for managing DNS records).
Then if you go to your Zone Editor and click Manage next to your domain, then add a DMARC record.
It took about 10 minutes to filter through before yahoo started receiving the forwards for me.
Whether that's a permanent solution or not is to be seen, but doing those steps definitely worked when deliverability failed.
Just thought I'd share in case anyone else stumbled on this forum post and hadn't added SPF, DMARC, and DKIM yet.