Just about to try and use yEd 3.12.2 for the first time.
I hope the above version number is a typo. The current version of yEd at the time of this writing is 3.18.2. I strongly recommend to use the latest version.
If I create for example a DFD, can I re-use the processes from that model on a new BPMN model?
And can I see the data entities created on the DFD as available entities for an ER Diagram and/or on a BPMN model?
And vice versa... if I instead start with an ER Diagram can I select from those entities when starting to build a DFD or BPMN model.
yEd is a general-purpose diagram editor that has no notion of BPMN models or DFD models. As a result, yEd does not enforce specification specific usage constraints. E.g. you can use yEd's BPMN symbols to create diagrams that make absolutely no sense from a BPMN specification point of view (like using a BPMN start event symbol at the "end" of your diagram).
That said, it is easily possible to copy elements from one diagram to another diagram in yEd.
If yes, can I then check which shapes have not been re-used in any complementary view?
It seems to me you expect a feature you already know from other software here which I think yEd does not offer.
Are there any video tutorials which demonstrate the above usage?
Even though there are no tutorials for the use case you describe, there are video introductions to yEd (see yEd Graph Editor in 90 seconds and Basic editing with yEd) that might still be worth watching to get a better understanding of how yEd works.