I did a search on 'Yahoo POP Mail', and added something with Asia, and I came across this page
Its a bit dated, but there was an update that the person made to it in June of this year. That page is here
It appears that the main thing behind using your location as Asia is that (from what I have read so far, and you probably already know this), is that while POP3 access you have to pay for, if you are an "Asia User", you can use it for free.
However, it looks like Yahoo is on to us, as that modifications described in the June 2011 update also no longer work.
I'm going to keep looking and see what else I can come up with. But, I think I'm on the right path. Once I find the info, I'll pass on the links here.
I did a lot more reading, and found this long thread
And there were a few places in there where it said to try different settings for your Regional Site and Language, as well as the Time Zone.
What I finally did was to change it so that not only was it Asia, but the fonts displayed would be the Asian character set. After doing that, and logging back in (let me tell you it took a bit to find things with most of the characters changed to the Asian Character set...), I did get back to the mail settings, and I did find the POP3 option. I set it, logged out, and then logged back into yahoo (just to make sure the settings kept).
I then went into Thunderbird, and let it setup the account without any other modifications.
Lo and Behold, IT WORKED!
I then went in and set everything back on my yahoo account to English (as I do go in there from time to time, and want to be able to READ things!), then logged out, and tried thunderbird again. It still works.