When you try to set up auto forwarding from your BT Yahoo account, what you are essentially trying to do is make sure that a copy of the emails that come to a particular email account are sent to a second email account. To do this, the first and foremost thing to keep in mind is that the address to which the email is being forwarded to cannot be email address that you had mentioned as your alternative email address while setting up your account.
To turn on this feature of mail forwarding, take your mouse to the menu icon for settings and click on it. Here, click on Accounts and select you primary BT Yahoo account. Scroll downwards and tap on Forward. You will then be asked to enter the forwarding address. Once you enter it, click on Store and forward and mark as read or Store and forward, depending on your preferences. Click on verify once you are done and check the inbox of the other account, where you will have received a verification email. Click on save to finish the process.
Security wise, it is ideal for you to verify the email address you are using as your forwarding address. The forwarding will anyway not work unless the second email address you entered is verified. To do so, first open up the email account to which you want to forward the emails. Here, locate the email verification link you received and open it. Once the new screen opens up, follow the instructions that pop up on the screen. This will verify your account and start the email forwarding process. Now, every email that will be sent to your original account will also be forwarded to your second account, as you desired.