Hi!
I also have troubles with Windows+MIDI+MidiYoke. I solve it with LoopBe (http://nerds.de/en/loopbe1.html).
The error should still be present (because Windows is not able to create virtual drivers) but it should work. Have also a look at this thread : https://www.iannix.org/forum/viewtopic.php?t=213&p=470 .