Python 3, 62 bytes

lambda s:['Yes',*s[:-1].split(','),'No'][~(','in s)*('?'in s)]

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The expression ~(','in s)*('?'in s) evaluates to 0 (i.e. 'Yes') if the string does not contain a '?', else -1 (i.e. 'No') if the string does not contain a ',', and otherwise -2 (i.e. the last comma-separated section of the string excluding the last character).

05AB1E, 20 19 bytes

'?åi',¡”€–”0ǝθ¨ë”…Ü

-1 byte thanks to @Grimy.

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Explanation:

'?åi '# If the (implicit) input contains a "?":
 ',¡ '# Split the (implicit) input on ","
 ”€–” # Push dictionary string "Not"
 0ǝ # Insert it at the first position (index 0) in the list
 θ # Then get the last item of the list
 ¨ # And remove the last character
 # (either the "?" of the original input; or the "t" in "Not")
 ë # Else:
 ”…Ü # Push dictionary string "Yes"
 # (after which the top of the stack is output implicitly as result)

See this 05AB1E tip of mine (section How to use the dictionary?) to understand why ”€–” is "Not" and ”…Ü is "Yes".

JavaScript (ES6),  53  52 bytes

s=>(m=s.match(/(,?)([^,]*)?/))?m[1]?m[2]:'No':'Yes'

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Commented

s => // s = input string
 ( m = s.match( // m is the result of matching in s:
 // +------------> an optional comma
 // | +------> followed by a string containing no comma
 // | | +--> followed by a question mark
 // <--><-----><> 
 /(,?)([^,]*)?/
 )) ? // if m is not null:
 m[1] ? // if the comma exists:
 m[2] // output the string following it
 : // else:
 'No' // output 'No'
 : // else:
 'Yes' // output 'Yes'

Charcoal, 23 22 bytes

¿№θ?¿№θ,⁻⊟⪪θ,¦?¦No¦Yes

Try it online! Link is to verbose version of code. Edit: Saved 1 byte thanks to @KevinCruijssen. Explanation:

¿№θ?

Does the string contain any ?s?

¿№θ,

Does it contain any ,s?

⊟⪪θ,

Split the string on ,s and take the last.

⁻...?

Delete the ? and output the result.

No

If there are no ,s then output No.

Yes

If there are no ?s then output Yes.

Perl 5 + -plF/,|?/, 27 bytes

$_=/?$/?/,/?$F[$#F]:No:Yes

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Retina, 32 bytes

.+[^?]$
Yes
.+,(.*)?
$1
.+?
No

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Explanation:

Replace any input not ending with "?" with Yes:

.+[^?]$
Yes

Replace any input containing a comma and ending with a "?" with the part between the comma and the "?" (captured in capture group 1):

.+,(.*)?
$1

Replace any other input ending with a "?" with No:

.+?
No

32 bytes alternative:

^/?/K`Yes
.+,(.*)?
$1
/?/K`No

K tip thanks to @Neil.

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Explanation:

The three steps are the same as above, but the K only looks at a partial match (? in this case). The ^ in the first line means a reverse, so if the input doesn't contain a ? it replaced it with Yes. And if the string does (still) contain a ? at the last line, it replaces it with No.

PHP, 58 bytes

<?=$argn[-1]=='?'?substr(strrchr($argn,','),1,-1)?:No:Yes;

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Red, 78 bytes

func[s][r:"Yes"parse s[to","copy t to"?"(r: last split t",")| to"?"(r:"No")]r]

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Perl 6, 40 bytes

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IBM/Lotus Notes Formula, 79 bytes

@If(@Ends(i;"?");@If(@Contains(i;",");@Left(@RightBack(i;",");"?");"No");"Yes")

No TIO for Formula so...

Pyth, 25 bytes

?qeQ??},QPecQ,"No""Yes

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?q # if ==
 eQ? # Q[-1] "?":
 ?} # if in 
 ,Q # "," Q:
 cQ, # return split(Q, ",")
 e # [-1] (last element)
 P # [:-1] (remove the trailing ?)
 "No" # else: return "No"
 "Yes" # else: return "Yes" (last " implicit)

Gema, 34 characters

*,*?=@subst*,=;$2
*?=No
*=Yes

Sample run:

bash-5.0$ echo -n 'Hey,does this program work?' | gema '*,*?=@subst*,=;$2;*?=No;*=Yes'
does this program work

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Python 2, 66 63 bytes

lambda i:("Yes",("No",i.split(",")[-1][:-1])[","in i])["?"in i]

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-3 after spotting the updated clarification "the input will only have one ? and it will always be the last character."

Basically a port of my Lotus Notes answer. Curiously, the clarification noted above does not help the Notes answer because @Ends is 4 bytes cheaper than @Contains. Now if only there was an @In function...

Zsh, 51 bytes

<<<$$$1#*?:+Yes:-$$$$1##*,%$1:-No%?

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A byte can be saved if ends with,? and similar are invalid.

Japt, 23 bytes

ø'? ?Uq, hoinu¹Ìk'?:`Y

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C++ (gcc), 120 bytes

Function-like macro:

#include<string>
#define f(s)(int i,j;for(;s[i];)j=s[++i]-44?j:i;s[--i]-63?"Yes":j?std::string(s+j+1,i-j-1):"No";)

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Stax, 16 bytes

ëw‼◘╔╤▬n→ª▒¡Γ╟ï¿

Run and debug it