VBA (Excel), 105, 101, 99 Bytes

Edit: -4 bytes from Keeta! Thanks!

Edit 2: -2 bytes from Chronocidal! Woot! (Realized that test cases only worked for 10. Fixed now)

Yeah, Excel beat VBA this time. Whatever. (We're coming for you)

d=vbCr:For i=1To[a1]:a=i Mod 3:?IIf(a=1,"Yeah"+d,"")IIf(i/2=i\2,"","But"+d)IIf(a=2,"No"+d,"");:Next

^This is pasted into the Immediate window and outputs to the debug window

Ungolfed

d = vbCr
'For 1 to the value in A1 (using 0 gave extra values, and VBA skips the for loop if 0)
For i = 1 To [a1]    'aka: Range("A1").value
    a = i mod 3
    '? is the same as Print (Debug.Print when not in the Immediate Window)
    Print IIf(a = 1, "Yeah" + d, "") _ '<-- Just a line continuation
          'Keeta taught me that the \ operator is division with truncation,
          '     so if they are equal then there is no remainder!
          IIf(i / 2 = i \ 2, "", "But" + d) _
          IIf(a = 2, "No" + d, "");
    'Print usually prints a newline, but it still outputs if the string is blank...
    '   So we append a newline -if true- and use a semi-colon to kill the newline
Next