The Prophet (sws) is reported to have said:

Allah likes sneezing and dislikes yawning, so if someone sneezes and then praises Allah, then it is obligatory on every Muslim who heard him, to say: yarhamukullāh (may Allah be merciful to you). But as regards yawning, it is from Satan, so one must try one’s best to stop it, if one says ‘Ha’ when yawning, Satan will laugh at him. (Bukhārī, Kitābu’l Adab)

My question is: Is it bad to yawn then?

If all the texts of the Ahādīth you have quoted are collected and analysed, and related to the universal norms of sense and reason, the picture which emerges is that yawning in PUBLIC is something which is against manners and should be avoided as much as possible. The Almighty dislikes people who do not follow these manners in spite of the fact that with a little effort they can do so. Consequently, other Ahādīth say that if one has to yawn, then one should put a hand on one’s mouth.

In other words, merely yawning is no sin; yawning in a gathering is not good etiquette, and therefore should be avoided as much as possible. And when it becomes unavoidable, one must cover ones mouth by one’s hand.