This differs widely from one jurisdiction to another, but there are generally 2 levels of illegality"

• counterfeited goods (often criminal offense)
• goods violating patents/trademarks/general design etc (civil liability)

First one happens when seller misinforms customer about the product, eg. you're buying something thinking it's Canon, but it's a fake. Here the responsibility lies on seller, as it's him who commits the offense (or the bulk seller who sold items to him). This is not the case here as they're clearly branded Yongnuo.

Second one is what may or may not happen here: the producer may or may not be violating Canon's intellectual property rights. Here the responsibility lies on the producer (and importer), who might get sued by Canon in a civil suit. Court may order to withhold sales of the item, but already sold items won't become illegal (at least not in EU).

In EU law assumes the customer to be weaker side of any contract, and protects him. I don't believe you can be held to any responsibility for buying Yongnuo. IMHO the most Canon could win here is a ban on commercial import of this lens/flash, while people will still be able to trade existing ones and order overseas straight from China. This is to my best knowledge current state (I am not a lawyer). Because ACTA felt through, TRIPS agreement is in power which should give you better insight about international copyright regulations.