You set it up as a new account, not as an existing one. You get that choice in setting up an email account and if the account already exists, choose existing account. But, in this case, since you don't have access to the old phone number (always update your accounts when you change phone numbers) and you don't keep your passwords, make a new email account and give it your current phone number. Then make sure you keep both (there are password managers, like
Keepass2Android Password Safe that make things like that easier), and you keep the account updated. (Then let everyone know that you have a new email address.) Using a GMail address instead of a Yahoo address isn't a bad idea either.
Don't expect help from your email provider. Yahoo doesn't seem to know how to respond to emails (I've had an issue with them since around 1998, I've emailed them so many times that I've given up, and I still haven't received one single response), but Google isn't that much better if you have a problem with Gmail. Their forum and this one are your best sources of help for that - other users who have solved the same kind of problem.