Endra1168 - don't worry about the warning about deleting your data. It will only delete it on your phone, not on yahoo. If you then add the calendar back on, it will reimport the info. So you won't lose anything.
I had tried deleting my whole email account off and turning phone off and back on and then adding it back on but that still didn't bring my calendar back. Syncing with iCloud sort of fixed it for some reason... But just the yahoo one.