Is it permissible to enter into the state of Ihram for Umrah from the Miqat of Yalamlam for those coming from Al-Baha via the Al-Makhwah - Coastal road, or must they go to the Miqat of Qarn Al-Manazil?

Your miqat is "Yalamlam" because it is the miqat for the people of Yemen. The Prophet, peace and blessings be upon him, said after mentioning the mawāqīt (plural of miqat): "These mawāqīt are for them and for anyone who comes upon them from other than their people, intending Hajj or Umrah." This is your original miqat. As for the miqat of Sail al-Kabir, it is for those who come to Makkah via Ta'if.