Assuming you mean Heinlein's story "They", a possibility is "The 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 Inside" by James Blish, which also is in "The Dark Side" collection.
This would appear fairly conclusive that the answer is "The Dark Side".
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The two potentially identified stories also appeared together in these collections: