This seems to happen in 3.11 in the REPL only.

>>> def f():
...   print(0)
...   return yield 42
  File "<stdin>", line 3
    def f():
            ^
SyntaxError: invalid syntax

Note that running it from a file gives the expected output:

PS C:\Users\gvanrossum\cpython> py -3.10 .\t.py
  File "C:\Users\gvanrossum\cpython\t.py", line 3
    return yield 42
           ^^^^^
SyntaxError: invalid syntax

as does the 3.10 REPL:

>>> def f():
...   print(0)
...   return yield 42
  File "<stdin>", line 3
    return yield 42
           ^^^^^
SyntaxError: invalid syntax