Since Yugoloths are product identity, they can't appear in any Pathfinder-compatible products, excepting the daemons from the Tome of Horrors (which are still missing the arcanadaemon, nycadaemon, yagnodaemon, mezzodaemon, and ultrodaemon).
What kind of design choices would I have to make if I wanted to create a neutral evil outsider race of cutthroat merchants, mercenaries and nobility? The five daemon types mentioned above aren't OGC, so how much of the basic ideas could I use or how much would I have to alter them to avoid causing legal disputes?
The simple answer to the last question is that you can reskin the stats pretty easily (rules are not subject to copyright) and can do whatever you want with the story. You obviously want to create new names, but that's fairly easy. The monsters from the Creature Collections are good examples of OGC monsters you have to do something like with anyway. I have used one or two of these in other products but the names are copyrighted, meaning that the monster story and the name have to be completely redone if you want to use these monsters (the stats need a little massaging too); however, if I like a monster enough I am willing to breathe new life into it for the sake of the monster itself and have done this.
The more complicated answer is that you are probably better off, in the case of non-OGC monsters, to just start from scratch rather than trying to reuse the 5 monsters mentioned. You can use the base ideas of the 5 monsters as guidelines for what sort of abilities and powers you are looking for, do some mix and matching and giving them nifty new powers. But just start from scratch and make what you want is my advice.
It sounds to me, reading your posts here and elsewhere, that you like daemons as your base race but feel constrained by Paizo's backstory. I would advise you, if you want to use daemons, do so, just create an alternate backstory for yours that does not necessarily conflict with Paizo's but rather supplements it. Perhaps a subrace of heretical daemons, or alternatively motivated daemons.
Otherwise, if you are not comfortable doing this, just go ahead and make a new "race". There aren't really any design choices you
have to make in this regard. I would advice you to give them a name, give them a home (or alternatively make them a race of wanderers), give them an ultimate goal, give them a leaders, a few nobles, and some weaker minion types.