Off topic, but it’s so frustrating how yubikey (or any non SMS/email 2FA as a matter of fact) is not supported for any bank. I think I would sign up right away to a bank that supports yubikey or authenticator apps.
I finally found a link from just googling around that took me directly to a page where you could add a security key. But the catch was that I had to have an active session if I wanted to add a key. If you weren't already logged in in another tab, it will redirect you to the BofA dashboard after you log in. From all the time I spent, there is no way to get to that page from the BofA web dashboard. Very frustrating and annoying experience. But atleast it is out of the way now.
FYI you can only have a max of 2 yubikeys.
At least it is mentioned here: https://www.foerde-sparkasse.de/de/home/service/fido-token-m...
However, this is a website I'd say my mother to not go to
Morgan Stanley is the only bank/financial company I know supports hardware keys.