Are you guys using the Basic or Full Featured version of yahoo mail? I haven't been able to forward a message as an attachment since they could off access to Yahoo Mail Classic around June of 2013. I used to be able to hold Ctrl and click forward. I've tried the Ctrl-Alt-F mentioned here (in both modes), but it doesn't do anything.
I use the Basic version, so to forward email to spamcop, I have to switch to the Full version, view and copy the header, and paste it above the email I'm forwarding. Then switch back to Basic.