The website I want to use the Yubikey on requires setting up the key with either Edge or Chrome on Windows. I tried my preferred browser, Firefox, but it didn’t work.
So I setup the Yubikey in Chrome, hoping that it will still work in Firefox. It doesn’t - it will only work on Chrome. I have no interest in using Chrome.
Solved this - it was my error. The security key popup box wasn’t appearing on my screen. It appeared correctly when all external monitors were disconnected.
Confirming Yubikey works independently of browser.