I'm wondering if it is mentioned anywhere whether or not the Captain's yacht from the Enterprise-D (the "Calypso") is warp-capable? I understand that this is described as a large, fancy shuttlecraft, and we see in the shows that even small shuttles are warp-capable, but I'd prefer to not guess here. We can probably "safely assume" that it is warp-capable, but I'm wondering specifically if anyone has a reference in any "canon" material from the shows (including for example Okudagrams) that speaks to this? If there is nothing like that, then is there any "quasi-canon" or non-canon stuff that mentions it?
The Calypso does not appear to have been warp capable. The Calypso's specs are not laid out in any on screen / canon source, but the closest to canon source is a trading card authored by series contributors Rick Sternbach and Michael Okuda:
This card makes specific mention, in descriptive text and diagram, of the vessel's impulse engines; however, no mention of warp engines is made. Further, the ship's top speed (0.65 times the speed of light) does not require warp drive.
Source: Memory Alpha
Short answer: Yes, it was warp capable but at low speeds only.
From Memory Beta:
More importantly on that same page, are the specifications:
[Edit] Thanks to @HorusKol for some more information
It seems that the quoted figure from Memory Beta may not be entirely correct. In this question, it quotes the speed as 0.65 times the speed of light, not warp 0.65.