Can you afford to offer a reward? I wonder if perhaps that's why the person called you. It's possible that they didn't want to confirm that they have Yoshi until they knew they were getting some money - otherwise they would be legally obligated to return him to you, reward or not.
If you're not still doing so, I would keep checking with local shelters. If this family has him, they may decide simply to give him up. It's unfortunately also possible that they were not being truthful, or they may have found a dog that wasn't Yoshi.
There are a lot of services on the internet that will provide an address and name for a given phone number. It's usually a $25 fee. It's not always accurate, but you may be able to get more information that way.
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