So the color of the Sky has a lot to do with Light Scattering. One Major factor for the scattering is the thiccnes (with double c !) of the Medium.

As you can see here. Now what determainds the Color of the Sky on Sea Level is the "Base Color". For example, if you have a Base Color of a Light Blue, you get this:

You will always end up with a Gradient no matter the base color. And lastly, another major factor is the Density of the Air. Lets incress the density to 5 Units in this example:

So the main give away is that Density and Hight can be used to change the Gradients Intensity. You can get the color you want with both, but as you see, a higher density compresses the Gradient. And is also more Realistic. The renders here dont take into account that the Atmosphere has a Falloff though. So Lets add that.Same base color but an Exponential Fallof for Density:

You can see how this affects things. To make a long story shot, for your Sky to be Yellow, you want the most right part of the Renders to be yellow. For that, we need to change the base color. This could work:

To no ones supprise, an Orang Yellow with this HEX FFD115 is a good choice. But now to the interessting part, what gases would we need ? Well...

That is not so easy to say. See, Or Sky is Blue because the Blue Wave lenghts dont get Scattered that much. That is why the sky is Red during dawn because more Blue light gets scattered. So the Color actually mostly depends on the Density of the Atmosphere, and not so much the Gases inside of it. Sure they do play a big role but in the end, it matters how long the light has to travel. Or through how much. Venus and Titan both have Yellow skys. But if you Look at the Atmosphere of Venus, you see that most of it is Carbon Dioxide with some Nitrogen. Both of which are Colorless.

To answer your question, is a Yellow sky possible ? Yes. For the most part, the Density of the Atmosphere creates the Color so a very Dense atmosphere will create a Yellow sky on the Sea Level. But the Amount of Pressure needed is sort of High. You could go a different rout and just make the Atmosphere very Larg, but this creates even more problems.

But, since you create an Alien world, what is there to say that they didnt just evolve for such high Densitys?

So the color of the Sky has a lot to do with Light Scattering. One Major factor for the scattering is the thiccnes (with double c !) of the Medium.

As you can see here. Now what determainds the Color of the Sky on Sea Level is the "Base Color". For example, if you have a Base Color of a Light Blue, you get this:

You will always end up with a Gradient no matter the base color. And lastly, another major factor is the Density of the Air. Lets incress the density to 5 Units in this example:

So the main give away is that Density and Hight can be used to change the Gradients Intensity. You can get the color you want with both, but as you see, a higher density compresses the Gradient. And is also more Realistic. The renders here dont take into account that the Atmosphere has a Falloff though. So Lets add that.Same base color but an Exponential Fallof for Density:

You can see how this affects things. To make a long story shot, for your Sky to be Yellow, you want the most right part of the Renders to be yellow. For that, we need to change the base color. This could work:

To no one's supprise, an Orange Yellow with this HEX FFD115 is a good choice. But now to the interessting part, what gases would we need ? Well...

That is not so easy to say. See, Or Sky is Blue because the Blue Wave lenghts dont get Scattered that much. That is why the sky is Red during dawn because more Blue light gets scattered. So the Color actually mostly depends on the Density of the Atmosphere, and not so much the Gases inside of it. Sure they do play a big role but in the end, it matters how long the light has to travel. Or through how much. Venus and Titan both have Yellow skys. But if you Look at the Atmosphere of Venus, you see that most of it is Carbon Dioxide with some Nitrogen. Both of which are Colorless.

To answer your question, is a Yellow sky possible ? Yes. For the most part, the Density of the Atmosphere creates the Color so a very Dense atmosphere will create a Yellow sky on the Sea Level. But the Amount of Pressure needed is sort of High. You could go a different rout and just make the Atmosphere very Larg, but this creates even more problems.

But, since you create an Alien world, what is there to say that they didnt just evolve for such high Densitys?