I found myself yawning with any sort of exertion also, a week or two after starting a daily meditation that involved deep breathing for 40 minutes to an hour. I had apparently kicked myself into high gear on hyperventilation, resetting my brain's CO2 monitor and depriving myself of sufficient available blood oxygen.
You might consider if you're an overbreather/hyperventilator (I did not realize I was, but between the deep breathing exercises, my yawning, sighing and mouthbreathing at night, I had gotten deep into hyperventilation territory and it was causing me exercise intolerance, heart palps and anxiety.)
A very simple test for it is to see how long you can comfortably hold an exhale. Sitting at rest for a few minutes, on an exhalation, time yourself to see at what point your body wants to inhale -- you don't want to wait so long that you are forced to take a larger than normal breath when you inhale, but enough to experience some air hunger and possibly an involuntary diaphragm movement/twitch signalling a desire to inhale.
Allegedly, healthy people can go 20-40 seconds without experiencing a strong need to inhale. I was at 5-6 seconds when I first tried it. I've extended that to 10-12 seconds over the last month and in doing so have significantly improved my ability to walk without gasping or yawning, and the anxiety and fluttery feelings in my chest.
This is a really good intro to the breathing program, if you think this might be of use to you:
http://www.buteykobreathing.org/ButeykoDiary.pdf