If you are moving to local servers I presume you have a) an ISP connection b) domian name c) internet connection sharing ie some kind of proxy d) some kind of fiewall
Yahoo are only relaying emails for their own domain: the bit about the Sender/From field . They also prevent email spoofing by requiring POP3 authentication before they relay.
Contact your connection provider and ask for their SMTP server. Tell them you want it to relay for your domain name. You can then send emails with your company's domain name as the sender and reply to address, not Yahoo. Moves your company from the back-bedroom to the main street if you have your own domain name and domain email.
Domian names cost about $35 per annum + $30 per annum DNS hosting, search Google for ICANN.
If you don't have/can't afford a domain name (how cheap is the company??), then you will have to set up email clients to use POP3 authentication to send mail, as you already must have them set up to download emails from Yahoo. You will be forced to use @yahoo.com as the sender and reply to addresses.