Sounds obvious but you're sure your BGs deck has dex mastery active?
if Yelena is duped, her opponents cannot evade (except mutant champs)
Okoye's ensnare probably failed this ability, that's why you were able to dex.
Do check if you have dexterity mastery activated in BGs
Dex isn't evade and the issue OP is facing has nothing to do with anything in Yelenas kit, most likely hasn't applied their mastery setup to the BG deck.