You just cannot ever transfer the privacy feature of a YoYoDaddy domain (or any of its resellers) after it changes registrant, you push the name and its privacy is lost for good, up to $9.99 down the drain (and for sure you also lose it if the domain has privacy with GD and you move it to another registrar, EVEN if it's one of its own resellers, that's a bit of a no-brainer actually)
W/most other registrars you can deactivate privacy and activate it again with no charge, and with many you can even push the domain along with its privacy to another customer, but not the YoDaddy, ever...
:tape2: