Hi Jimesh,
I haven't found a search folder criteria could be used to achieve this. However, there are some workarounds for this issue.
Workaround #1: Create an Outlook rule to move the emails from Yahoo.com to a specific folder. Then, when creating the search folder, do not include the specific folder that contains the Yahoo.com emails.

Workaround #2: Create an Outlook rule to assign a specific color category (I named it 'Yahoo' in the following example) to the emails from Yahoo.com, and then create a search folder to search unread emails without the specific category.

Create the following search folder:

Hope this helps.
Regards,
Steve Fan
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