Yodel numbers are VoIP numbers and not real mobile or landline numbers. VoIP numbers can not receive short code messages (e.g. Verification SMS from banks).
Here is a detailed explanation:
"Shortcodes" are not ordinary SMS messages coming from a regular 10-digit phone number. Instead, they are sent by third-party service providers, using a five or six-digit number.
VoIP numbers are not true mobile phone numbers; they are fixed-VoIP landline numbers with text messaging spliced on, via a third-party system.
The short codes being sent from e.g. banks need to have a fraud prevention policy that only allows these messages to be sent to true mobile numbers. This is because technically, VoIP numbers can be used from around the world and potentially be misused.
So this is mainly an anti-fraud measure, thus only ordinary mobile numbers are allowed to receive shortcodes.