No zucchini doesn't self pollinate but the zucchini and the yellow squash might cross pollinate (no, that's not a problem unless you save seeds).
If the yellow squash is in the shade at the wrong time of day, the pollinators may pass it by. Luckily, pollination is easy. It takes a pollinator more than one trip to a flower to pollinate it. With that in mind clip a male flower and gently swirl/brush it into all the female flowers. Clip another and do it again. Keep going until you are out of male flowers for the day. Poor pollination results in misshapen squash fruits.