It appears that when abroad Yahoo does block connections like this from time to time so you might need to find a way to get in touch with Sky support, perhaps via social media and links to which are at the bottom of the page:
https://www.sky.com/help/articles/problems-accessing-sky-yahoo-mail
- Access Denied - To fix this, you'll need to contact us and tell us your public IP address, and the full reference number that's displayed on the error page.
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