Big thanks to Alasdair who recommended requesting all my group data from Yahoo. I requested it yesterday around 10pm, and received it 24 hours later. All the messages from the list I'm concerned about.
So even if the easy method doesn't work, perhaps we can do it one of the other ways.
So, some encouragement for those who are in the same boat, missing the Dec 1 cutoff due to Yahoo's yahoo-yness. You can at least get mbox files for your groups.
Still crossing my fingers about the "Easy Transfer" method, though I'll understand if them is indeed the breaks.
Thanks to all for your support here.