Maybe the problem is that you have mixed up your passwords somewhere.
Although you can use any e-mail address to register as Microsoft account that account probably will (and should) have another password than your yahoo account. Also make sure that password reset option for your Microsoft account is configured using your mobile phone number or secondary e-mail address other from your yahoo account.
Usually I would never recommend to register third party e-mail address as MS account, better use their supplied outlook e-mail address instead, but that station is passed in your case.