USB Blue Yeti Mic and Cortana on Windows 11.

I can't get Cortana to respond to my queries when I say 'Hey Cortana'. I do get a response if I open up the Cortana app, press the mic icon and speak. It is my understanding I don't need to open the Cortana app in order to converse with her. To the best of my knowledge everything is setup correctly for 'Hey Cortana' voice activation.

Any help will be appreciated to solve my problem.

IF your microphone is setup and working correctly, IF you have Cortana optioned to respond to "Hey Cortana" and IF Cortana has permission to use your microphone, that's all that"s all that needs to be done.
Things to try:

Settings>system>time & language>speech

Make sure your microphone is set up correctly and test it. How to set up and test microphones in Windows - Microsoft Support

Check that Cortana has permission to use your Microphone. Settings>privacy & security>microphone>make sure Cortana is toggled on

Run recording audio troubleshooter settings>troubleshoot>other troubleshooters>recording audio>run

Make sure your microphone is set as your default recording device settings>system>sound>choose a device for speaking or recording

If your microphone works properly in other apps, as a last resort you can uninstall and reinstall Cortana How to Install/Disable/Uninstall/Reinstall Cortana Windows 11?

Everything you mentioned I've done. Uninstalling/installing Cortana did not get things working. Mic works on all the apps I've tried it with. Even various mic tests on the web worked fine. I've run out of things to try. Not having voice activation makes Cortana a lot less useful. Oh well, I can live without Cortana.