For this one I would get her to a vet as soon as possible to get them to do checks.
Hedgehogs go through quilling which they lose the thin fine quills and they come back stronger and thicker, this happens anywhere from 12 weeks to a year old (so I was told when learning). Its really uncomfortable for them but it normal.
They will then loose the odd few quills throughout their life.
Mites will cause them to loose large amounts of quills too, but there's generally other signs like red dots, some loose fur, and they itch a whole lot, also mites tend to chew off the bulb (little ball at the bottom of the quill) which is a good thing to check, although they don't always.
From what you described it sounds like she is quilling so you have nothing to worry about!!
Yellow stuff on her quills is likely to be that she's anointed with something yellow, if you have a pictures of it then it will be easier to know.
If she has just anointed its nothing to worry about, and you just need to wash it out.
