So I submitted a bunch of sitemaps using site explorer but so far all Yahoo has done is download the index sitemap-index.xml file. Does Yahoo even understand that thats an index file and it points to the real sitemap.xml.gz files like Google?
You may want to use this method listed - http://www.ysearchblog.com/archives/000437.html instead. As Google and Microsoft are also recognising that method, it is a good and easy way to keep sitemap submissions to the 3 SEs in the one file.
Yahoo currently understand the urllist.txt file. where one url per line in simple text file. its does not currently understand xml site map format.
If you had bothered to view the link I put before, you would have realised that they do support the xml file format for sitemaps.
Whatever sitemap formats you are going to use, just make sure you also have a greatly made html sitemap at your website as well. that is recommended by all search engines.