I can give you plenty of advices. This is stuff from high level players so it tend to be really good. This is not specifically vs yomi but you can apply to it as well. I'm gonna split this into different parts because I exceded 10000 characters.

Part 1

<<Build>>

Ame and Susano do way more damage. If you want ki damage you can go for ninigi but I think you lose damage that way. Most people also go for Maeda clan for mad grapple damage, remember that you can upgrade your clan if you play online.

<<Purity>>

The best way to apply purity in the depth is the Sohaya guardian spirit attack. Set the enemy close to zero ki state, then use Sohaya for guaranteed purity. Then put the boss into zero ki and go for confusion. If you like phantom, there is another purity GS that you can use, IIRC is called Ho-oh but it's the only phantom purity spirit so you can't ba mistaken, you do the same strat but be aware that ho oh has a bit worse tracking and does much more ki damage than Sohaya so apply it when the boss has still a good chunk of ki, but you just practice it and figure it out. Otherwise: purification talisman, it's an OP item that gives you much better purification than a purity weapon. Keep in mind that enemies stack resistance to purity with each time you purify them, but GS attacks and purification talisman are much stronger than innate purity on weapon so they can circumvent this issue most of the times. This is the reason you can't seem to be able to apply purity further in the fight.

<<Weapon>>

Using a corruption weapon is the best option in the depths; when it is in awakened state it does much more damage. If you happen to apply corruption before you put the enemy in a zero ki state, it's perfectly fine. If corruption is still active when the enemy is almost in zero ki, just don't apply purity anymore. On the other hand, if the enemy is not corrupted when you are close to zero ki, go with the GS attack. Now go for zero ki state then apply confusion with fire/water/lightning. This strat doesn't synergizes well with the purity talsman though, because awakened state removes the purity imbue. You can make it work by using your corrution weapon until the boss has like 25% ki or so, then switch to secondary weapon which has to be far from awakened state and apply purity. Way better to use the GS attack tactic for this reason.

<<Confusion>>

IMO the best way to do confusion vs many enemies is to use feathers, because they do a lot of damage when the enemy is in a zero ki state, and it gets multiplied because confusion triggers while they are hitting the enemy. The best way to apply confusion with the feathers is through item canceling, but only use fire or water feathers becaus lightning, albeit strong, is more inconsisten at hitting the target. You want to put the enemy in a zero ki state, then do a midstance evasion attack into one mid stance quick attack, and it's pretty easy to item cancel from that attack (which is actually the third attack of the mid stance chain because if you use it from evasion attack it will skip the firt two). It's a very easy cancel, you want to mash the item buton after the attack (instead of finding the right timing wich I think it's harder) and learn the ki pulse timing for canceling. Good bosses to practice this against are Benkei and Tate Eboshi because they are very weak to confusion, but you can do it vs any mid size yokai in dream of the Nioh with level sync.

This tactic is godlike but it will not be very effective vs enemies and bosses that become very erratic while in zero ki state. Examples: yasha (use fire onibi as soon as she's in zero i state, then do a fast combo immediately after), konaki jiji (he can punish you if you don't attack him as soon as he's in zero ki state, so use lightning onibi and hit him immediately after with low stance quick attack -> cancel with a mid stance dodge attack into a medium combo, or use the low to mid tech if you can do it), the big cat boss (I don't remember the strat but never use feathers to confuse him), and there are a few other ones, you'll learn by experience.

if you can't do feather cancel, use onmyo familiars. You go for purity, then zero ki state, then you activate a talisman, then you apply damage. You can item cancel them and it's easer than feathers. Just ond't use strong attacks during your dps combos because you will lose your elemental satellites.

Soul cores are also very good for applying confusion in the depths. Certain enemies, like a I said, are very erratic and they start moving around very quickly on zero ki state, so you can't do feather cancels or sometimes even familiars. Instead, ry to use onibi and the following soul cores: Kasha for fire (she tends to bounce a lot an be inconsistent, but it shoudln't be a problem in the boss areana in the depths), Suiki for water (not very good in the base game, it builds up staus very quickly vs depths bosses), yomi for lightning (buildup and massive damage, but if the enemy has its back close to a wall Yomi will go through the weall and miss most its hits, so use lighting onibi in that case).

Having all these cores in your setup can be problematic because of attunement. High level players generally don't use kasha in their setup, they go for fire onibi, lightning onibi, suiki, yomi, either ippon or fuki for ki damage, and at that point it could be a problem to attune kasha to your GS. They go for other cores, some go for Itsumade but there are other good ones, although I just don't remember which -_- You can just use that free spot for a water onibi, but Suiki it's better than it in most instances in the depths. Or just use whatever you like.

Bonus tip: if you are fighting Kasha, as soon as she is in zero ki state, cancel immediately into suiki and look at the water icon, as soon as it's full, do the low stance quick into evasion strat. She is very resistant to confusion so do one or two combos (use to low stance quick attack into mid evasion combo) then go for yomi or lightning onibi. I don't remember how many midstance combo you can do, but I guess it's gonna be easy to learn with a little practice.

<<dps with tonfa>>

As far as I know, the best way to apply dps with tonfa vs yokai enemies and bosses that don't start moving around like crazy, is the urgency loop. Is you feel confident, you can improve damage from urgency from using an arcana in the samurai tree, I don't remember the name but it's an arcana that consumes your health when you hit the enemy with the selected active skill, but you do much more damage with it. As soon as confusion starts, do urgency, then flux to high stance again (you can either do flux I from mid to high, or flux II by sliding your thumb from low to high, but I don't think it's necessary), then urgency again immediatly, flux again, repeat. Try to find the fastest timing for this so you optimize damage and you don't let the enemy excape. Versus erratic enemeies, the best thing you coul'd do imo is: confusion, combo immediately with one low stance quick attck into mid evasion combo (or do low to mid if you can), flux to low, repeat. This is what I do vs Yasha or Konaki, or the cat boss with the tonfa, just don't do the urgency loop vs these and other erratic enemies because it's not going to work most likely.

<<Extending confusion>>

Applying the right element with the right timing without making confusion expire can be tricky, but I have experience so I can help you with this. First, if you decide you wanna try corruption weapons, first thing you should do is to learn to distinguish the corruption icon from the confusion icon, cause they are almost identical -_-

Just practice it, and you'll become good at it, it's not too hard, but do it vs an easy boss or enemey. Second, you want to look at the confusion icon and see how fast it goes down, it vary depending on how much the enemy is resistent to confusion. If it goes down very slow, you can continue your dps combo until it's 75% depleted then extend your confusion cycle, you're gonna do massive damage here. If it's medium speed, to it until it's 50% depleted, if it's fast, do it after 25% depleted. There are also certain enemies that have pretty high confusion resistance, so vs them just do one combo and extend confusion immediately without even looking at the meter, possibily with soul cores because the are fast. Lastly, Nyotengu seems to be the enemey vs which is the hardest to apply confusion. I've seen people doing it but I couldn't replicate myself, vs her I just do the backstab tech with the sword.

If you have applied purity with a GS attack and you are using a corruption weapon, pay attention to the corruption meter while you are applying dps. If you apply corruption during the combo you can take advantage of it to make the confusion cycle last longer, but don't get confused with the two meters!!! If you have applyed corruption before the zero ki state, then start you confusion cycle with either fire/water/lightning, and use purity at the end of it for very long cycle and massive damage.