Please take one minute from your time and open a support ticket on the WP Support Forum. In exchange I promise you I will investigate the issue and fix it ??
I have just registered my Yandex account (www.yandex.com) and uploaded a backup successfully via WebDAV.
All you have to do is to enter the following parameters in the WebDAV page (of WP MyBackup plug-in):
WebDAV URL: https://webdav.yandex.ru
User: <your-Yandex-user>
Password: <your-Yandex-password>
Remote dir: / (or whatever Yandex path you might prefer)