A yellow pin nindicates that using it will hinder a dedicated function for that pin.
As an example: when you select a pin for IO that is a dedicated OpAmp pin it will show up in yellow.
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Please check PSoC® Creator™ User Guide Pin coloring and Style section. Now after building you can see CYDWR-> analog tab to see the routing and the resources being used. The pins which connect to opamp directly is the best option to select. If you choose pins which does not use the recommended routing, there are chances that the routing can fail as the project complexity increases or some resources which needs a dedicated pin becomes inaccessible. So it is advisable to use the recommended pin.