Let's look at sample sentences. They are very similar with just a touch of difference that could be true in some cases. . "We have finished three books, yet there are more to come." So "yet" means we are partially done, and provides some more information. "We have finished three books; however, we didn't enjoy reading them." "However" gives an explanation related to the previous statement, generally used when you are contrasting the two. In normal usage, they are the same and no one would be confused by using either. Looking back at the question, when they are both followed by "there" I'd be hard pressed to see a difference.

Thanks for the comment. It has helped me to learn the details.

We are not yet there. (not arrived) But you can't say We are not however there ...without some punctuation. We are not, however, there. But the meanings are different. We are not yet there but we are on our way. "We'd like to drink beer in the pub. We are not, however, there!" (in the pub). We are somewhere else. Ed Katzman has given examples where they are close in meaning. And it's true, they are sometimes close. It depends on the sentence.