I request please spare some time to assist me for above.
Although didn't get any hint from any one but any how problem is fixed itself. It was found there was some disturbance with yahoo email in the reigion so even from home with out any McAfee gateway I was unable to open yahoo email.
But now after two days I checked again while in office and behind web gateway, I am able to sign in to it. So it is ok now. It was not a problem with web gateway as I was thinking in the beginning.
This is for updating all who are going to read this post.