Our Grannies did it, take a bunch of lavender flowers,(they use a nice muslin bag), and keep them where you have your yarns, closet, as ornament. Or use lavender Essential Oil, just some drops in a cotton ball inside drawers, the magic is the subtle aroma of lavender.

Another tip my granny did was lemons ( whole), inside a silk (synthetic), or muslin bag, with her underware draw. Magically they will shrink without rotting, I have proved for years inside my own draws.

I use both, as my granny, her mother and my mother did. Never a bug in our closets.
My craft room is plenty of lavender and lemons, imagine moths or other bugs attac my yarns!!.