Okay, I figured it all out. But first a suggestion when giving directions, be specific with names and titles, do not use "it" or "that" or assume anything. All "Click" references are left-clicks with the mouse.
First, go to Yahoo mail, to your former Cox.net account. Put your cursor on your name and/or picture in the right top corner. Click "Manage Your Account." Click on the Security Tab. In the box labeled, "Other ways to sign in", click "Generate and manage app passwords". Type in "Outlook" in the "App name" line. Click "Generate password". Copy that password. Don't worry about the spaces in the password, they do not convey when pasting.
Next go to Outlook. Click the File tab, click Account Settings box, click "Account Settings". Click "New". Type in your old Cox email address, click "Advanced options". Check-mark "Let me set up my account manually". Click "Connect". Click "POP" or whatever method you want to use. (I personally use POP so I will explain that version but what I explain should carry over to the other set ups.) Now the password screen appears. Paste the app password in the box. Click "Connect". Wait for the setup to "fail" when you are presented with the credentials box to log in. Click "Cancel". Click "Change Account Settings". Now change the Incoming Server to "pop.mail.yahoo.com" and the Outgoing Server to "smtp.mail.yahoo.com". Click "Next". You are presented with the password screen (again) that is prefilled, click "Connect". You should get a successful message.