I can't speak to how they are used in "Game of Thrones." To "yield" means to move back, move out of the way, or retreat, often by a small amount, often temporarily. At a traffic circle in the U.S., cars entering the circle must yield to cars that are already in the circle. That doesn't mean they give up, or go into reverse, or "surrender." It just means they slow down and wait for the other car to get by, and don't enter the circle into they have a clear space. When you sit on a cushion that is "yielding," your weight pushes the cushion down a few cm. The cushion doesn't collapse. The cushion isn't pushed out of the way. It just yields. When you stand up, the cushion resumes its normal shape. The literal meaning of "surrender" is military, and means to give up completely, give up everything, give up permanently.

To surrender is to directly stop fighting and give yourself to the enemy To yield is more or less the same depending on the context, but its more about quitting, rather than surrendering.

I don't watch GOT so my answer is based on how the words are commonly used. That's a great way to learn and practice English, by the way. Yield means to give up and retreat. Surrender means that you are defeated and turn yourself (and your military forces) over to the enemy. There may be agreed upon terms of surrender or not. When you surrender you put your well being in the hands of the enemy.