Meaning: depending on the Chinese characters used, a Chinese name can have a variety of meanings. From what I've found, Yanyu can mean "misty rain" or swallow jade".
Yanyu is also a combination of two name elements which can be used on their own or combined with other name elements: Yan, a unisex name meaning "beautiful, gorgeous" (used as a feminine name), or "cliff, rocks", "mist, smoke" or '"voluptuous" and likely other meanings depending on the character used. Yu is also a unisex name meaning "jade, gem", "pleasant, delightful", or "rain"; it could also have other meanings as well.
Yanyu seems to be a unisex name.