I don't know what information I can provide to assist in diagnosing this issue. What I'm seeing is this:
I can send a window to a different space with yabai -m window --space 3, but then if I try to focus this space with yabai -m space --focus 3, nothing appears to happen. In fact, I haven't gotten any space command to have any effect: I've tried creating, destroying, focusing, and moving to other displays.
(Consequently, I'm currently using the regular Mission Control hotkeys for switching between spaces, but they are animated and therefore sloooow.)
I have tried running yabai in verbose mode, but nothing in particular shows up in the logs other than that it receives the message.
Please help me help you!
Moving spaces requires the scripting addition to be enabled.
Sorry, this issue was woefully underspecified. I have enabled the scripting addition (as far as I can tell – sudo yabai --install-sa was successful, and sudo yabai --check-sa returns 0. I have restarted Dock afterwards, as well.)
I'm running OS X 10.14.6, and yabai-v2.2.2.
When you start yabai, do you get a notification saying that the scripting addition was loaded?

No, that I don't! Furthermore, if I try to manually sudo yabai --load-sa, it tells me that
yabai: scripting-addition could not load, make sure SIP is disabled!
However, csrutil status tells me that
System Integrity Protection status: disabled.
I didn't specifically disable SIP for yabai – I did it at some point before in order to be able to use dtrace. I was fairly certain I disabled it entirely, but maybe I only disabled the parts of it that block dtrace?
Note that sudo is only required for --install-sa and --uninstall-sa.
yabai needs SIP for fs (filesystem) and debug to be disabled.
# from a recovery partition
csrutil enable --without debug --without fs
The problem persists even though I just now rebooted into recovery mode and disabled SIP entirely. I get this notification when starting yabai:

Don't know if this is of any help:
$ sudo yabai --uninstall-sa; echo "Status: $?"
Status: 0
$ sudo yabai --install-sa; echo "Status: $?"
Status: 0
$ yabai --check-sa; echo "Status: $?"
Status: 1
$ sudo yabai --check-sa; echo "Status: $?"
Status: 0
$ yabai --load-sa; echo "Status: $?"
Status: 1
$ sudo yabai --load-sa; echo "Status: $?"
yabai: scripting-addition could not load, make sure SIP is disabled!
Status: 1
Try killing Dock after installing. sudo yabai --install-sa; pkill -x Dock
That did not help. However, I looked into what yabai/src/osax/sa.m is doing, to see if I can figure out where something is going wrong. I noticed it attempts to create directories with permissions 0755. On my end, however, they seem to have been created with 750:
$ sudo stat /Library/ScriptingAdditions/yabai.osax
16777220 34182272 drwxr-x--- 3 root wheel 0 96 "Feb 4 12:23:02 2020" "Feb 4 12:19:25 2020" "Feb 4 12:19:25 2020" "Feb 4 12:19:25 2020" 4096 0 0 /Library/ScriptingAdditions/yabai.osax
which is probably because
$ umask
0007
Indeed, if I set umask 0000 and then try running sudo yabai --install-sa, I am presented with the following notification:

And! Best of all: things now work.
Thank you for your patient assistance. Before closing this issue, I think something should be done about the very non-obvious failure when running on a restrictive umask. Would you prefer it if this was documented in in the installation instructions, or that the --install-sa command itself fixed the umask before running? (Or at least gave a sensible error when it is incorrectly set?)
I think @koekeishiya can fix this quite simply by explicitly setting the umask for the scripting addition when installing it.