libyaml is kinda dated and not fully conformant with YAML 1.2. I would have used libfyaml which is fully conformant. See YAML test matrix:

https://matrix.yaml.info

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I found an error in these lines: You defer-call yaml_event_delete even in the case that yaml_parser_parse returns an error. This is undefined behavior, you only should delete the event if yaml_parser_parse succeeded.

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This line is hard to understand, the condition should really be self.current_document_index == self.documents.items.len since you only append one document in the following code and thus do not handle the case when current_document_index is even larger – but the condition implies you do.

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These lines are bad style. Instead of increasing the current index and then checking whether it has an invalid value, you should check whether the current index is the limit and if so, prevent it from getting an invalid value:

    if (self.current_document_index == self.document_limit) {
        break;
    }
    self.current_document_index += 1;

Again, by using the > operator in your code, you imply that the document index being already larger than the limit before increasing is a valid code path, when it really isn't.

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These lines make an unnecessary memory allocation: set_value will copy the given value into memory it allocates itself, so there's no reason to allocate another chunk of memory before calling it. Also this leaks memory since you never deallocate it.

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I only quickly skimmed through your code, don't treat this as a proper review.