I have constantly been receiving emails from addresses like "*** Email address is removed for privacy ***".  Every time I get them, a warning says "Be careful! This sender failed our fraud detection checks." even though when I hover over the links, they go to valid microsoft websites (one is https://account.live.com and the other is go.microsoft.com/fwlink/?LinkID=263818 )

The full message is below.

[    Microsoft account
Security alert
We think that someone else might have accessed the Microsoft account XX*****@yahoo.com. When this happens, we require you to verify your identity with a security challenge and then change your password the next time you sign in.
If someone else has access to your account, they have your password and might be trying to access your personal information or send junk email.
If you haven't already recovered your account, we can help you do it now.
Recover account
Learn how to make your account more secure.
Thanks,
The Microsoft account team   ]

The email referred to is one that I'm no longer wanting to be connected to my Live account however and apparently I need to wait until 17 September for it to be completely removed??? A bit annoyed at how long it takes to remove it as my yahoo email has been overridden with spam and because of that, emails related to it make me suspicious as well.

Are these messages legitimate or not?

Also, can I verify once and for all that I am no longer using this yahoo email account and disconnect it for good?