Assuming you mean Heinlein's story "They", a possibility is "The Dark SideThe Dark Side". I think one of your other stories (the one about a man who is cursed to have water stay away from him) is "Trouble with Water" by H. L. Gold. Both stories appear in this collection.
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Many thanks to user14111 who volunteered the info that "Yero" appears in the story "Mistake InsideMistake Inside" by James Blish, which also is in "The Dark Side" collection.
This would appear to make it fairly conclusive that the answer is "The Dark Side" (published 1965, reprinted through 1969).
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The two potentially identified stories also appeared together in these collections:
Les meilleurs récits de UnknownLes meilleurs récits de Unknown
Unknown Worlds: Tales from BeyondUnknown Worlds: Tales from Beyond