Does your GoDaddy linux host allows mail relaying for domains that aren't yours, like yahoo.com in this case? Try to change the AdminEmail and EmailSender settings to an address of a domain configured in your GoDaddy account. Most likely this is not an eZ Publish issue, as I find a lot of other topics on the internet about this: http://www.google.be/search?q=godaddy+%2B+553+sorry%2C+your+mail+was+administratively+denied
For 1), take a look at http://ezpedia.org/wiki/en/ez/debug_templatesettings
2) the user/register view uses the current hostname (from the HTTP headers) to send the e-mail with. You need to ensure there is a http:// prepended in the mail template it uses. I agree though that it is not a good practice to just use the host name from the request, and I will report this in the issue tracker.