Ok narles, I have found the solution...
I scoured the source-code for yahoo video pages and found they are served via 'Brightcove', I then went hunting through searches and forums looking for ways others have found to download them, the only way I found that worked is to use GETFLV, but that costs money, the way I found better, nothing needs to be installed on your system, and it's free.
When your on a yahoo video page, and it's playing, copy the URL, let's use this one as the example...
https://au.tv.yahoo.com/sunrise/video/watch/24864766/bloopers-sunrise-90210/Then go to
http://www.clipconverter.cc/ and paste the URL in the
"Media URL to Download" section, then below that in the
"Conversion Format" section choose MP4, then press continue.
Then another page will load showing you the detected video, usually 4 video sizes and qualities are found, I choose the top one which is the biggest image size and best quality, then press
"Start" at the bottom of the page.
Then another page is loaded showing the downloading and processing of the video, then the download page opens, if the download button has a checkbox to use their downloader underneath it, uncheck it, and download as you normally do.
This might all sound a bit tedious, but after doing it a couple of times you get used to it, and it's just a few clicks and it's done.
I found this method a week or so ago, but didn't want to make this post until I was sure it was going to keep working...