Yoast custom feed template as add_feed function?

You have add_feed('feedname', 'my_feed'); but no my_feed function to actually generate the feed output.

Create a my_feed function and have it call the template to generate the feed output. Like this:

function my_feed() {
  include 'path-to-that-template-file.php';
}
add_feed('feedname','my_feed');

Then regenerate your permalinks, one time only, by resaving the permalink settings.

Also, you don’t need any of that extra rewrite nonsense at all. Just the add_feed is enough. WP handles the rest, and your feed will be at /feed/feedname.