Yes, it's a good idea to test with a multimeter whether the two yellow wires are connected inside the toroid. Pull that 4-way plug before doing that.
If you have an LCR meter you can use that one to find out about the layer structure inside the toroid. No need to unwind the toroid. Measure the capacitance between primary and each of the two shields, and between secondary and each of the two shields. Probably one of them is near (= high capacitance) to the primary side, the other one near to the secondaries. Then the first one connects to PE, the second one to Gnd.
Regards, Dieter