We wished to find some way to block the effect of $H$. By introducing $Y_0$ we've made an observable control for us to use to mitigate $H$. $Y_0$ and $Y_1$ are connected because they are not independent events. The direction points to $Y_1$ because $Y_1$ contains $Y_0$, i.e., $Y_0$ contributes to $Y_1$.