I say "go for it" with your yellow peppers. I made a double batch of the fire roasted pickled sweet red peppers recipe from Small Batch Preserving with a combination of colors. Here is the recipe.

Fire-roasted Pickled Sweet Red Peppers
from Small Batch Preserving
6-8 small sweet red peppers (about 2 lbs)
1 large clove garlic, unpeeled
1/2 cup dry white wine
1/2 cup white vinegar
1/4 cup cider vinegar
1/2 cup coarsely chopped onion
1 tablespoons granulated sugar
1/2 tablespoon dried oregano leaves or 1 tablespoon fresh
1 teaspoon pickling salt

Roast pepper and garlic on the barbeque grill or on a rack under the broiler until skins are blistered and starting to blacken. Place peppers in a paper bag until cool enough to handle; set garilc aside. When peppers are cook, remove skins, cores and seeds. Cut lenghtwise into strips about 1 inch wide; set aside.

Combine wine, vinegars, onion, sugar, oregano and salt in a small stainless steel or enamel saucepan. Squeeze roasted garlic to remove the skin, mash and add to the saucepan. Bring mixture to a boil over high heat, reduce heat and boil gently for 5 minutes.

Remove hot jars from canner and pack peppers into jars within 1/4 inch or top rim, being careful not to pack too tightly. Pour boiling vinegar mixture, including the onion, to within 1/2 inch of rim. (I also used the bubble freer to remove the air bubbles.) Process 15 minutes for half-pint and pint jars. Makes 4 half-pint jars.

There is also this recipe.
MARINATED PEPPERS

Bell, Hungarian, banana, or jalapeno

4 lbs. firm peppers*
1 cup bottled lemon juice
2 cups white vinegar (5%)
1 tbsp oregano leaves
1 cup olive or salad oil
1/2 cup chopped onions
2 cloves garlic, quartered (optional)
2 tbsp prepared horseradish (optional)

* Note: It is possible to adjust the intensity of
pickled jalapeno peppers by using all hot jalapeno
peppers (hot style), or blending with sweet and mild
peppers (medium or mild style).

For hot style: Use 4 lbs jalapeno peppers.

For medium style: Use 2 lbs jalapeno peppers and 2 lb
sweet and mild peppers.

For mild style: Use 1 lb jalapeno peppers and 3 lbs
sweet and mild peppers.

YIELD: About 9 half-pints

PROCEDURE: Select your favorite pepper. CAUTION: IF
YOU SELECT HOT PEPPERS, WEAR RUBBER OR PLASTIC GLOVES
WHILE HANDLING THEM OR WASH HANDS THOROUGHLY WITH SOAP
AND WATER BEFORE TOUCHING YOUR FACE. Peppers may be left
whole. Large peppers may be quartered. Wash, slash two
to four slits in each pepper, and blanch in boiling water
or blister in order to peel tough-skinned hot peppers.

Peppers may be blistered using one of the following
methods: Oven or broiler method: Place peppers in a hot
oven (400 degrees F) or broiler for 6-8 minutes or until
skins blister. Range-top method: Cover hot burner,
either gas or electric, with heavy white mesh. Place
peppers on burner for several minutes until skins
blister.

Allow peppers to cool. Place in pan and cover with a
damp cloth. This will make peeling the peppers easier.
After several minutes of cooling, peel each pepper.
Flatten whole peppers. Mix all remaining ingredients in
a saucepan and heat to boiling. Place 1/4 garlic clove
(optional) and 1/4 teaspoon salt in each half pint of 1/2
teaspoon per pint. Fill jars with peppers, add hot,
well-mixed oil/pickling solution over peppers, leaving
1/2-inch headspace. Adjust lids and process.

Recommended process time for MARINATED PEPPERS
in a boiling-water canner half pints or pints, 15 min.

You can pack them raw. They are peeled because the peels can be tough on some varieties of peppers.
Yes, you can mix the kinds of peppers. You can roast some if you want. My friend said the roasted red peppers are really good !
You are able to use the oil due to the high acid content, plus some foods absorb oil differently than others. Not all vegetables can be safely canned with the oil. The recipe has been tested thoroughly. It is safe to use.
They will be rather soft, the roasted ones very soft.
Your bottled lemon juice should have an expiration date on it.
Yes, you use dried oregano.

And this one:
Pickled Bell Peppers
7 lbs firm bell peppers
3-1/2 cups sugar
3 cups vinegar (5 percent)
3 cups water
9 cloves garlic
4-1/2 tsp canning or pickling salt
Yield: About 9 pints

Please read Using Pressure Canners and Using Boiling Water Canners before beginning. If this is your first time canning, it is recommended that you read Principles of Home Canning.

Procedure: Wash peppers, cut into quarters, remove cores and seeds, and cut away any blemishes. Slice peppers in strips. Boil sugar, vinegar, and water for 1 minute. Add peppers and bring to a boil. Place 1/2 clove of garlic and 1/4 teaspoon salt in each sterile half-pint jar; double the amounts for pint jars. Add pepper strips and cover with hot vinegar mixture, leaving 1/2-inch headspace.

Adjust lids and process , packed hot, half pints or pints 5 min.
If you use clean, hot jars and not boiled to sterilize first, then process 10 min.

Red (ripe) peppers, as well as yellow, not only have a different color than when green, but also a different flavor, both, or either, of which may be the reason for a recipe asking for "Red". However, I suspect the bight RED is what they're after.... for pretty. The yellow would work just as well while not being quite as dramatic.

Red peppers seem to be sweeter than a green, from which they came. The yellows were also originally green and ripend to yellow. Peppers that are ripened to their final color seem to have more flavor and be sweeter tasting. Here, I grow a lot of pimento type reds, and are green at their start and ripen to red, and have thick walls. They roast very well too.

Ken writes: > Red peppers seem to be sweeter than a green, from which they came.

They for sure are! I don't care what kind of pepper you are growing, the final ripe color = the most flavorful pepper. And the most hot if you are growing hot peppers. The difference between a green jalape and a fully ripe one is almost unbelievable re sweetness and heat.

Ripe color is not as important as being ripe. The heirloom Orange Bell is most excellent and fully equal to the red bell types.

jt