Hello,
There is a new plugin for that.
I have exported and imported all the Yahoo! messages from a development version as a category with these script.
https://meta.discourse.org/t/topic-and-category-export-import/38930/38
Now there was the problem with the double or false users.
With this Plugin: Merge Users Plugin
You can easly merge the Yahoo users with your Discourse users.
And now we have only the problem with the attachments from Yahoo.