Nobody really knows. A cave is possible though. They live in a very hostile environment so it only makes sense that they would need somplace to get out of the worst of the weather.
We do not know as scientifically, nobody has ever found a yeti.
yeti's moon fruit is in the cave where you battle zarkhator.
During The Last Snow Party, If You Made It Through The Great Snow Maze, You Could Enter The Yeti Cave In Which There Is A Yeti Suit Free Item. The Snow Party Is Over Now Though, And So, You Cannot Get To The Yeti Cave Any More. It May Appear In Future Snow Parties, So You Can Look Foreward To That!
Yeti caves are mostly found on snow isles such as snowflake,crystal and barren :)
yeti are mythical creatures, but the stories say they do live there.
To escape from a yeti's cave, try to remain calm and carefully look for an exit without alerting the yeti. Use your surroundings to create distractions to divert the yeti's attention and make a quiet, slow escape. It's important to move stealthily and avoid making sudden movements that could provoke the yeti.
Yeti Crabs Live In Parts Of The Arctic, Not The Himalyas.
I Think It's A Yeti!
go to the mountain (angrio) then take helicopter 5 stay on the left side of the course in the background you see a kind of cave jump across the chasm then you fall into a hole and you're in the yeti cave
We don't even know that Yetis live in caves. If they do they would need a larger type cave, maybe something like a grizzly bear den.
The Himalayas
maybe