I know... layers of unlikelihood.. but I'd probably opt for a physical "good button" gapped from my computer as sort of a closed electrical extension of my finger.
Even a virtual 2fa button is useful. It prevents people using your stolen credentials to login to websites unless you click the button, even if it's just a virtual button.
Sure your computer can be compromised, but it's probably still more secure than sms 2fa.
Compliance?
If you allow for a YubiKey, or any other physical artifact in that matter, to be remotely invoked it negates its utility as an authentication factor in the physical domain.
And the setup in the article isn't even remote access. If the only way it can be triggered is a local button press, you're golden.