When I type “mx.yandex.net.” the dot disappears and my mail doesn’t work. Please help how I can resolve the issue.
The final dot is not required int he Cloudflare DNS control panel and is unlikely the source of your issue if you have mx.yandex.net as your MX record in Cloudflare. When someone sends you an email do they receive an NDR? What does the NDR say?
I’m 95% sure that if you dig your domain the record will be with dot in the end.