Tragic yet beautiful; Pretty yet ugly; Cold yet sweating; Hot yet shivering; Scary yet funny; Serious yet funny;
What are these called? phrases with the word yet
They aren't specifically dealing with the word "yet," but whenever you describe something with 2 seemingly contradictory (opposite) terms, it's called an oxymoron.
Examples:
-Jumbo shrimp
-Deafening silence
-Growing smaller
-Original copy
-Passive aggressive
-Small crowd
Hope this helps!
I don't know that there's anything special about the word yet. You've listed some adjectival phrases, in which yet functions as a conjunction largely synonymous with but.