Internal Linking – How to do it right?

I need some serious advice about internal linking of blog-posts.

I would like to figure out, how to structure my website, it’s content and the internal linking.
Especially with the so called CORNERSTONE Articles.

I am using just an example-topic to better understand the issue I am struggling with:

My ueber-article should be about: DOG TRAINING
I figured, that I have related sub topics to dog training.

Sub Topics are:
Dog Training with Whistles
Dog Training with Whistles for German Sheppard
Dog Training with Whistles for Pugs
etc.etc.

dog training:
https://xyz.com/dog-training/

dog training with whistles:
https://xyz.com/dog-training-with-whistles/

dog training with whistles for german sheppard
https://xyz.com/dog-training-with-whistles-for-german-sheppard/

dog training with whistles for pugs:
https://xyz.com/dog-training-with-whistles-for-pugs/

According to Yoast SEO Plugin, I should make sure that DOG TRAINING is my Cornerstone Article.
My MAIN ARTICLE, or UBER-ARTICLE so to speak. In which I write a comprehensive blog post, that also includes the keywords dog training with whistles.

It drives me nuts and it’s totally confusing.

Should I link from the CORNERSTONE ARTICLE with the keyword Dog Training with Whistles to the blog post https://xyz.com/dog-training-with-whistles/
Yes, or NO?

If I do so, YOAST SEO Plugin gives me warnings, and says I should NOT link with the same keywords or related keywords from my cornerstone content to the posts with dog training with whistles.
I should NOT link those keywords, because it contains the keyword “dog training”.

thank you so much for every little help!
Appreciate all your input and ideas!