Yandex Webmaster has some great tools for analyzing your website, but first we need to verify the rights to our domain. Personally I prefer using DNS records so I don't mess with my code, but when trying to verify, after adding the TXT record I was always getting an error:
Rights haven't been verified
No record with a verification key.
I have done this many times for other services like Google, and the method was always the same, but after carefully reading the Instructions at Yandex, I realized soemthing that is not very clear: "URLs with and without the "www" prefix are considered different sites."
My site uses www always, So I changed my TXT record name from mydomain.com to www, and it worked:
I hope this helped, if id did leave us a comment, and if not als leave a comment and tell what issue you have and we might be able to help.