@Ricelund I had a quick look at the settings and I can't really find anything to edit regarding player status. But you're right, he should absolutely have NA status.
Your best bet might actually be trying to e-mail Yahoo fantasy support? I know they also have a Reddit account, as I've seen someone on their support team post some answers to questions in the fantasy hockey subreddit.
IN THE MEANTIME - I think we could make a league rule that you'd be allowed to drop him (so you can make roster moves) and that we will not allow anyone else to pick him up. Just don't fill up your additional NA spot and when he gets the tag you can add him again. That work for you?
NOBODY PICK UP VILARDI! Doing so will be punishable by death. Or like... I'll just drop him from your roster again.