This kind of edge is called "hyperedge". It can connect any number of source nodes and target nodes.
However, yEd does not support this concept and it is rather unlikely that it will do so in the foreseeable future, I'm afraid.
The way that you model this right now, using as much edges as there are target nodes, is the way to go.
It is well supported by the automatic layout algorithms, it doesn't need any special user interaction support, and if you properly set up your multiple edges as an edge group and use hierarchic layout, for example, there is no difference to how a hyperedge would be represented anyway.