The problem I have with Yahoo messenger (on a BB 9790 on Orange in the UK) is that if a message is sent to me when I'm signed out, it does not get sent to me when I then sign in. If I long into my yahoo account, I can see the message listed under conversations, but it never makes it to my phone.
When I am signed in it works fine and I have no problems with it. I am using it to keep in touch with friends on iPhones etc, so can't use BBM.
Has anyone else had the same problem as me? Did you manage to sort it?