Intargetable / Invulnerable...

I don't mind Yi going Invulnerable, but you know, shouldn't it be stated as such in his skill description?

Alpha strike is a bit different he doesn't just go intargetable, He is phased out of map itself.

Here's an extract from Wiki. ** Alpha Strike can be used to dodge and avoid skillshots and area of effect abilities** That said, once alpha strike ends, AoE can take effect. Or AoE can take effect if he was targeted before his Alpha Strike. e.g.

1. Yi can Q out of ult and avoid getting rooted.
2. Yi can Q out of W but if he lands back on it, it'll do damage. To make it interesting. will block Alpha strike ( probably damage, not animation or gap closure).

I use / to find in her shroud.

Yes, there is a difference between the two, but that is not what the difference is. Invulnerable means that you are pretty much immune to everything. Untargetable means that not only can you not be targeted by spells or auto attacks, but you will also avoid any non-targeted spells as well. However, when you become untargetable, you will still take damage from DoT effects placed on you beforehand and you will not remove any tethers either.

Also, Vladimir, Fizz, and Maokai all of abilities that make them untargetable as well, but it is intended for them to avoid skill shots and AoE abilities, so I'm fairly certain that the same should apply to Master Yi.

Untargetable means that you cannot be hit by anything (since you are technically not on the map).

Invulnerable means that you will not take damage from any source.

If you want a simple comparison, then take the following exchange between Master Yi and Swain.

[1] Swain's Torment is cast on Master Yi, but Master Yi Alpha Strikes BEFORE the ability hits him.

• Master Yi will not be hit by the ability and will therefore take no damage.

[2] Swain's Torment is cast on Master Yi, but Master Yi Alpha Strikes AFTER the ability hits him.

• Master Yi takes normal damage from Torment, even while Alpha Strike makes him untargetable, since the ability has already been applied.

Stealth is a completely separate mechanic than untargetability. Champions who are stealthed still exist on the map (and can thus be affected by abilities) but they cannot be seen or directly targeted.