Thanks for the comprehensive answer! Step 1 was Ok - I got into the same web-prompt inside mobile Firefox browser. But after I’ve attached Yubikey via NFC, I was redirected not to the Android security authentication but to Yubikey OTP verification Yubico website.
Do I need some additional steps, apart from installing Bitwarden mobile app and setting up my YubiKey in the Bitwarden webvault (web-site)?