I have that issue too. I became feed up with it not showing that I unchecked the notification box within Yahoo Mail and have started manually checking it.
This helped me a lot, I hope it helps someone too: http://forums.androidcentral.com/verizon-galaxy-note-2/231055-unlock-blocking-mode-no-root-required.html
Just make sure to use your "Favorites" list instead of making a customized one.