I think you've got your episodes mixed up. Bridle Gossip is the one where they meet Zecora for the first time.
Yes, but when literally every single myth in the show is proven to be true, the assumption would be that this myth would be true as well. Seriously, can you think of a single time when the myth is false?
That doesn't prove anything about forcing the Yaks to stay in Yakyakistan.
Also that's a very practical reason. Seriously, imagine the mess that would happen if someone had built a new city where the Crystal Empire used to be, and then it returned. Plus, it seemed Celestia knew that it would be returned one day.