Yamraj is regarded as the God of Death? He is the son of SUN and brother of Shani DEV. To whom was he married? Yami or Yamuna is considered to be her sister.
Yama's wife is mentioned in various Puranas and in the Mahabharata. Now I do not know if Yama had one wife or multiple wives as each Purana ascribes a different name.
Mahabharata Udyoga Parva Ch 117 gives the name of Yama's wife as Urmila.
And the royal sage then sported with her, as Surya with Prabhavati, Agni with Swaha, Vasava with Sachi, Chandra with Rohini, Yama with Urmila, Varuna with Gauri, Kuvera with Riddhi, Narayana with Lakshmi, Sagara with Jahnavi, Rudra with Rudrani, [...there's more of the same comparison]
Vishnu Purana Book 1 Chapter 8 lists Yama's wife as Dhumorna. (while establishing the relation between Vishnu and Lakshmi.)
Lakshmí is the consort of Indra (Indrání); Madhusúdana is Devendra. The holder of the discus (Vishnu) is Yama (the regent of Tartarus); the lotus-throned goddess is his dusky spouse (Dhúmorná). Śrí is wealth; Śridhara (Vishńu) is himself the god of riches (Kuvera). Lakshmí, illustrious Brahman, is Gaurí; and Keśava, is the deity of ocean (Varuna).
Vishnudharmottara Part 3 Chapter 51 says the same.
1 “Yama should have the complexion of a dark rain cloud; his garment should be like heated gold; he should be represented on a buffalo with all kinds of ornaments.
2 Dhumorna (‘Shroud-of-Smoke‘) should have the colour of a dark blue lotus; one should represent her sitting on the left haunch (of Yama). Dhumorna should be made with two arms, but Yama with four.
Garuda Purana Part 3(Moksa Khanda) Chapter 5(pg 36) lists his wife as Syamala.
50-54-. Born thereafter and inferior to these are the following six - Ganga the wife of Varuna, Vibhavasu the wife of Parjanya, Syamala the wife of Yama, Usa the wife of Aniruddha, Rohini the wife of the moon and Samjnakira the wife of the sun.
The book Hindu Mythology, Vedic and Puranic by W.J. Wilkins in it's section on Yama gives an account of his wife named Vijaya who is a human woman. This story is ascribed to Bhavishya Purana.
In the "Bhavishya Purāna" the following legend of Yama's marriage is found. He was exceedingly pleased with a girl named Vijaya, a Brāhman's daughter.
When first she saw him she was greatly alarmed, alike at his appearance and on learning who he was. At length he allayed her fears; and, although her brother tried to dissuade her, she consented to become his wife. On her arrival at Yama's abode, he particularly cautioned her against going into the southern quarter of his kingdom.
After a time, thinking he must have another wife there, her curiosity overpowered her, and going into the forbidden region, she was greatly distressed, as she saw the wicked in torment: Amongst other sufferers was her own mother. Meeting Yama there, she tried to obtain her release.
Yama declared that this could not be granted unless some one then living on earth would perform a certain sacrifice, and transfer the merit of the act to the poor woman then suffering. After some difficulty, one was found willing to perform this act of kindness, and Yama's mother-in-law obtained release.
Nowhere Yama is described as a Yaksha. He is the god of justice and death and lord of the ancestors in the Puranas and in the Rigveda.
Rigveda Book 10 Hymn 14
1.HONOUR the King with thine oblations, Yama, Vivasvān's Son, who gathers men together, Who travelled to the lofty heights above us, who searcbes out and shows the path to many.
2 Yama first found for us a place to dwell in: this pasture never can be taken from Us.
8 Meet Yama, meet the Fathers, meet the merit of free or ordered acts, in highest heaven. Leave sin and evil, seek anew thy dwelling, and bright with glory wear another body.
10 Run and outspeed the two dogs, Saramā's offspring, brindled, four-eyed, upon thy happy pathway. Draw nigh then to the gracious-minded Fathers where they rejoice in company with Yama.
14 Offer to Yama holy gifts enriched with butter, and draw near: So may he grant that we may live long days of life among the Gods.
Vishnu Purana Book 1 Ch 22
WHEN Prithu was installed in the government of the earth, the great father of the spheres established sovereignties in other parts of the creation. Soma was appointed monarch of the stars and planets, of Brahmans and of plants, of sacrifices and of penance. Vaisravana was made king over kings; and Varuna, over the waters. Vishnu was the chief of the adityas; Pavaka, of the Vasus; Daksha, of the patriarchs; Vasava, of the winds. To Prahlada was assigned dominion over the Daityas and Danavas; and Yama, the king of justice, was appointed the monarch of the Manes Pitris. Airavata was made the king of elephants; Garuda, of birds; Indra, of the gods.