There is an interesting explanation of the oldest source of the yoga doctrine found in बृहद्योगीयाज्ञवल्क्यस्मृति Bṛhadyogīyājñavalkyasmṛti (12.5):

सांख्यस्य कर्ता कपिलः परमार्थः स स
हिरण्यगर्भो योगस्य वक्ता नान्यः पुरातनः ||12.5 ||

sāṃkhyasya kartā kapilaḥ paramārthaḥ sa sa
hiraṇyagarbho yogasya vaktā nānyaḥ purātanaḥ (12.5)

Kapila, the founder of Sāṃkhya, is known as paramārtha. (Similar to that) Hiraṇyagarbha expounded the yoga doctrine, there is none more ancient than him.

However, in the Nātha Sampradāya, Yājñavalkya is known not only as a Vedic ṛishi, but also as a disciple of Brahma (Satyanāth), who in the form of Hiranyagarbha transmitted the knowledge of yoga to Yājñavalkya. And Yājñavalkya Nātha is mentioned on the lists of 84 Nāthas.