Hi,
This looks like Yahoo mail server issue . A Stack Overflow question IMAP date filter issue seems to describe what might be a related issue with Yahoo and IMAP.
Could you please download the message directly into a file using Imap.GetMessage method (this is important - don't download into MailMessage/MimeMessage and then save) method, open it using a text editor such as Notepad and copy&paster the Date: and Received: headers here? That will make it possible to tell whether this is an IMAP server or client issue.