Is it safer to upgrade Yosemite to Big Sur by upgrading to Catalina first? My Macbook (just) qualifies as supported for Big Sur and is running Yosemite 10.10.5 (OK, I'm a little slack with upgrading). I have completed a full backup to external drive.
The doc says:

Upgrading from macOS Catalina 10.15 or Mojave 10.14?
Go to Software Update in System Preferences to find macOS Big Sur.
Click Upgrade Now and follow the onscreen instructions.
Upgrading from an older version of macOS?
If you’re running any release from macOS 10.13 to 10.9, you can upgrade to macOS Big Sur
from the App Store. If you’re running Mountain Lion 10.8, you will
need to upgrade to El Capitan 10.11 first.

Should I upgrade to Catalina (the last 10.x) first, then Big Sur (11.x) or just go straight to Big Sur?
Is there less risk of screwing up my Macbook going via Catalina, or is the risk the same?
The answer used to be to first upgrade to High Sierra. The reason was High Sierra included the firmware upgrade to allow a Mac to boot from APFS volumes. Also, if your Mac boots from a SSD, then the upgrade would convert the boot volume to APFS.
I can refer to this previous question: Updating to macOS Catalina gets stuck, when trying to update from OS X Mavericks. The jump to Catalina was to far, yet the current macOS Catalina - Technical Specifications state upgrading is possible from &quot;OS X 10.9 or later&quot;.
You have Yosemite and want Big Sur. The jump is the same distance. Other than that, I do not know for sure. IMO, upgrading to High Sierra first, would be safer.
You ask what changed. Well Big Sur had not be released when the question I linked to was posted.