Sitemaps: There are two sets of code in this gist, one for a single taxonomy or for multiple taxonomies. Only copy the section you need and replace the taxonomy_slug with the actual name of the taxonomy slug to be excluded.

yoast_seo_sitemap_exclude_taxonomy.php

<?php
/********* DO NOT COPY THE PARTS ABOVE THIS LINE *********/

/* Exclude One Taxonomy From Yoast SEO Sitemap
 * Credit: Yoast KB https://kb.yoast.com/kb/how-to-customize-the-sitemap-index/
 * Last Tested: Apr 05 2018 using Yoast SEO 7.2 on WordPress 4.9.5
  *********
 * Please note that changes will be applied upon next sitemap update.
 * To manually refresh the sitemap, please disable and enable the sitemaps.
 */

add_filter( 'wpseo_sitemap_exclude_taxonomy', 'sitemap_exclude_taxonomy', 10, 2 );

function sitemap_exclude_taxonomy( $value, $taxonomy ) {
  if ( $taxonomy == 'taxonomy_slug' ) return true;
}

yoast_seo_sitemap_exclude_taxonomy_multiple.php

<?php
/********* DO NOT COPY THE PARTS ABOVE THIS LINE *********/

/* Exclude Multiple Taxonomies From Yoast SEO Sitemap
 * Credit: Yoast KB https://kb.yoast.com/kb/how-to-customize-the-sitemap-index/
 * Last Tested: Apr 05 2018 using Yoast SEO 7.2 on WordPress 4.9.5
 *********
 * Please note that changes will be applied upon next sitemap update.
 * To manually refresh the sitemap, please disable and enable the sitemaps.
 */

add_filter( 'wpseo_sitemap_exclude_taxonomy', 'sitemap_exclude_taxonomy', 10, 2 );

function sitemap_exclude_taxonomy( $value, $taxonomy ) {
  $taxonomy_to_exclude = array('taxonomy_slug1','taxonomy_slug2', 'taxonomy_slug3');
  if( in_array( $taxonomy, $taxonomy_to_exclude ) ) return true;
}