Fyr is 4000 years old, is extremely knowledgable and has traveled all across Tamriel and the planes of Oblivion. He strikes me as a man who has many secrets, know many secrets and have some grand plan (As he is not interested in politics and "mundane" earthly matters).
Could it be that Divayth is withholding Yagrum on purpose and plans to use the Dwemers plan as a part of some personal plan of his?
EDIT: He takes very well care of the last dwarf. But Fyr does not seem to be an emotional character. Is Yagrum only a pawn in his game? I know Divayth has interest in him for research reasons. But it seems to be more than just that.