Do they still talk to you with the names that say that they do not exist? If not, then the accounts have been locked. If it is all the same sn and just different profiles, then you can't add their different profiles, I don't think. It is possible they use different screen names also, but in this case you should be able to add all of them with no problem. Try to view their profiles by typing in your web browser:
http://profiles.yahoo.com/screenname and replace screenname with whatever profile you want to see. If a message appears saying: 'Sorry, but the profile you are looking for is not currently available' then the name does not exist or the account is deactivated. Even those screen names not in the profile directory should have a profile come up this way, but some are not in the directory. Hope this helps some.