Unfortunately what the OP thought were tunnels beneath the old Yates site were just part of the cellars from before the buidling was destroyed by fire some years ago. Debate still rages on though regarding the existence (or not) of tunnels beneath the Winter Gardens that connect to various other points in town, same with the Town Hall and the old Post Office too.
Apparently there were various "facilities" and spaces created and used during WW2 for various reasons around town, some were put to other uses after the war, others were just boarded up/buried/sealed off and forgotten about according to some of the older folks who remember these things. If nayone has any more info though I'd be very interested