When using the lists feature, an alias address can be created user@example.com. Then, you can add email addresses to the list.
Unfortunately, the emails are sent from the original address, so if that is user@yahoo.com, and since yahoo.com has p=reject in it's DMARC record, that email will suffer all of the issues of failing a DMARC test, so depending on the receiving mail server's configuration, the email may not even reach the spam folder (all Yahoo! and Microsoft domains behave this way, as well as many others).
Unfortunately, the emails are sent from the original address, so if that is user@yahoo.com, and since yahoo.com has p=reject in it's DMARC record, that email will suffer all of the issues of failing a DMARC test, so depending on the receiving mail server's configuration, the email may not even reach the spam folder (all Yahoo! and Microsoft domains behave this way, as well as many others).