I've managed to use the Yahoo API to download the files, photos and member list for two groups that I was aiming to transfer. I'm currently downloading the messages for one group. I'm using a modified version of the IgnoredAmbience Yahoo Group Archiver - my modifications make it more reliable! I hope that, by the end of the week, I'll have all the messages in both raw and HTML format as JSON files along with the message metadata (also JSON). The members list is also in JSON, as is the metadata for the files and images.
If I manage to get everything will it be possible to transfer it to Groups.io? Or do I need to get the messages into mbox format? Happy to pay for premium membership for the two groups concerned.