@Marchimarch To be fair, the biggest blame falls on Father/Fujisaki. As you say it's the whole cycle of abuse: Yato tries to be there for Yukine and fails, and then Yukine himself tries the same with Nora and fails, to which Nora then tries to reason with Yukine and fails.
The truth is they all have too much baggage affecting them in the present to even begin with the baggage of other people, mainly because their abusers are still very active parts in their lives. Yato and Yukine (and potentially Nora now) have all their best intentions and try their hardest to help but that on itself is not quite enough when Father is hellbent on fucking them over. They really need the stabilizing forces that are Hiyori and the other gods, which is why Father's tactics had always been all about isolating them from Hiyori and the others. Cut off Yato and Yukine's safety nets and they easily fall back on old harmful habits and become increasingly susceptible to manipulation and abuse again.