Who is the yellow-haired character in opening of Midnight Occult Civil Servants?
Haven't watched the anime but taking a look at the art from the manga volume covers, to me it looks like an artistic preference in the color used in the opening scene rather than a new character.

Here's a comparison of the anime and the manga covers: 





This is especially noticeable in Volume 3's cover. There's no green-haired character yet the cover art and the opening sequence also features the characters with green hairs and an overall color of green (not sure what term this is called in art). This leads to me to conclude that the opening scene you see was probably trying to copy the volume's majority of one color in the art in the scenes it portrays. 

That said, I think that's the red-haired guy, Miyako Arata, if I'm correct.