I do not know if this helps. I have an A500+ and had the yellow screen problem as well. Additionally the problem came out very similar to yours; I was playing a game and all of a sudden I everything freezed up and a software failure message came afterwards. When I restarted I had the yellow screen.
Thanks to rkauer I identified the problem with a fried buffer on the GVP HD8+ connected to my Amiga. I replaced this chip and now everything is working fine again.
This buffer was responsable to handle memory and on several websites I found out that yellow screen means a problem with memory. Therefore maybe you can try to remove any additional memroy you have and see how it goes.
Good Luck
Sim085
