What happens when it doesn't work? i.e. what error message do you see?
The only way Yahoo could change the nameservers is if they're the registrar for the domain (which they might be? - iirc they use Melbourne IT, which is the ICANN registrar for that domain).
Check out DNS Report to do a real-time test on the DNS for your domain - if that reports the correct nameservers and can find an A record for your website etc., the problem is most likely at your hosting provider.
Who's your host? You shuold that you've changed the nameservers 3 times - is that to reset the value that you want for nameservers, or is that 3 different sets of nameservers / hosting providers?
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