Hey,
I had a similar problem when I tried to list the jobs and kill one by name in yarn cluster. Initially I also tried to set YARN_CONF_DIR but it didn't work.
What helped tho was passing hadoop conf dir to my application when starting it. Like that:
java -cp application.jar:/etc/hadoop/conf
Reason was that my application was finding default configuration coming from hadoop dependency in fat jar and was not even trying to look for anything in environment variable.
When I passed hadoop conf dir to it, it started working properly.
Hope it helps,
Cheers,
Kamil.