Yes. The problem is in Yandex.Browser

First of all, make sure all necessary filters are enabled. You can do this in Menu → Filters. Base filter and your language-specific filters are essential. Enable them and then check for filter updates by tapping on the icon with arrows in the top right corner of the main screen.

If it doesn't help, check Menu → Allowlist. If there's a string that contains the problematic website, delete that entry.