Zigbee is not merging with Matter, so Matter existence does not change the Zigbee certification at all.
While the Matter (Project CHIP) standard is governed by the Connectivity Standards Alliance which was formerly the Zigbee Alliance, the Zigbee standard will remain and be kept separate, however unclear if and how it will be further developed in the future. There is no plan for Zigbee and Matter to merge and their protocol specifications even differ so much that it is not really technically possible for them to be merged.
Matter architecture design only takes partial inspiration from the Zigbee Cluster Libary Specification for device classes and attributes for different types of devices but Matter itself is otherwise a higher-level application layer that relies on existing IPv6 support for the communication layers, as such could in theory be made to work over other transport layer media in the future as long as it supports IPv6, though now at the beginning Matter will only include support over Ethernet, Wi-Fi, and Thread (OpenThread via Thread Border Routers as a transport layer gateways/bridges). Noting that as Zigbee does not support IPv6 so can never be supported as a Matter transport layer media.
Thread based Matter products and Zigbee 3.0 based products do however use the same type of radio modules/chips (including Silicon Labs EFRMG2x and Texas Instruments CC26x2/CC13x2), and many companies are still invested in Zigbee and already using compatible chips so we will probably keep seeing new Zigbee 3.0 variants of each Thread based Matter product being released, and vice versa, they will not be a huge amount of effort for a company to make two variant models when the same hardware has the capability of supporting either protocol with just different application firmware, (some Zigbee modules chips even come pre-certified tested and surly the same will also happen for Matter too).
I think that Zigbee certification will probably relativly less strict, but believe Matter certification can be be strict. Do however not confuse Zigbee with Matter or vice versa as other being supported on the same type of chip they really have nothing to do with each other. Again, Zigbee will never merge with Matter.
Home Assistant Yellow do not come with Z-Wave so it will need a USB adapter or GPIO-header serial module, so guess they will use an already certified Z-Wave radio adapter or module. like example: Aeotec Z-Stick 7 USB stick (ZWA010) and Aeotec Z-Pi 7 Raspberry Pi HAT/Shield (ZWA025) Z-Wave 700 Controllers with Z-Wave JS · Discussion #2549 · zwave-js/node-zwave-js · GitHub