Extra wires in ceiling fan installation
As to what you're looking at...

One of the wonderful things about conduit is you aren't restricted to standard NM wire colors (black/red/white), you have a rainbow to choose from (save for green, which is reserved for ground, and white or grey, which are reserved for neutrals).  So, the electrician that put this in was smart, using yellow for the switched leg to distinguish it from the blue used for the always-hots.  White, of course, is neutral then, which means there isn't a spare wire in there already for you to use.

But that lack of a spare wire is no big deal!

However, another wonderful thing about conduit is that it's possible to add more wires provided there's still acceptable space in there.  Assuming that the conduit in the walls is half-inch (the smallest size you'd see used in a wall) and that the wires are 12AWG (the largest found on a lighting circuit), you get ~27mm2 of fill vs 78mm2 of usable space in a half-inch conduit.  Adding a fourth wire to the conduit for the extra switched hot puts us at 36mm2 of fill, which is still no big deal.

All in all -- installing a double switch here will be a bit challenging (you may wish an electrician as conduit pulling is a non-trivial exercise), but not nearly as troublesome as if it was wired using NM, where you'd have had to rip the cable clean out of the wall and put an entirely new cable in to get this job done.