So if Fel is flying next to Yorr, receives a stress, but then Yorr takes it, does Fel still get his focus?

We were playing yesterday and decided the wording on the cards made sense that he wouldn't get his focus, since he's not actually receiving the stress anymore. Yorr is taking it for him.

You are correct, if Yorr takes the stress, Fel does not get the stress at any point so does not get a free focus.

Covered in FAQ, pg 11:

If, through his pilot ability, Captain Yorr
intercepts a stress token that is part of the
cost of triggering an ability on another ship
(such as Soontir Fel or Opportunist), that
ability’s effect does not resolve.
If Captain Yorr intercepts a stress token that
was the result of an ability (such as Push the
Limit), that ability resolves, then Yorr receives
the stress token.