Hi Mark,
Yahoo historical price retrieve is not working for me for Vanguard bond ETF's. Two examples are BNDX and VMBS. I can give you some others if it will help. It works for other Vanguard funds. If I select a date range of 7/28/2015 through 7/28/2015 (yesterday) it gives an message saying it was unable to retrieve any prices.
Thanks,
Ivan