Some of the BlueTV channels with this problem: WDR, NDR, Film Four.
I guess when you say subtitles are not supported you are referring purely to the ffmpeg pipe context?
But the subtitles are clearly available on Yallo web site (I haven't checked Zatoo - could be the same case) so it should work - as long as are made available via the m3u same as the video/audio streams - in the non-ffmpeg pipe version in players which understand them.