According to Yalom, what mental disorders are caused by inefficient anxiety coping strategies? Irwin D. Yalom is a famous existential psychotherapist who's sporting his own theory about human psychology. Based on psychdynamics, he's stating that questions and thoughts pertaining to death, freedom, meaninglessness, and existential isolation lead to anxiety. Further, when it comes to psychopathology, he states (page 110 of his book Existential psychotherapy) that his theory


  as do most paradigms of psychopathology, on the assumption that
  psychopathology is a graceless, inefficient mode of coping with
  anxiety.


Now, I'm trying to figure out whether he views all kind of psychopathology this way, and indeed what he thinks counts as psychopathology in the first place. I recon he's not talking about things like for example autism or psychopathy (even though I haven't found any passages where he explicitly excludes these), but what about diagnoses such as schizophrenia? 

For Yalom, where does one draw the line between mental illness caused by inefficient coping strategies for anxiety, and brain disorders that simply are due to other reasons?
The scope of Yalom's mainstream branch is pretty much the same as that of existential psychotherapy, and psychodynamic therapy in general.  According to Yalom (p. 9-10):


  The dynamic existential approach retains the basic dynamic structure
  outlined by Freud, but radically alters the content.  The old formula
  of DRIVE -> ANXIETY -> DEFENSE MECHANISM is replaced by AWARENESS OF
  ULTIMATE CONCERN -> ANXIETY -> DEFENSE MECHANISM. Both formulas assume
  that anxiety is the fuel of psychopathology;


Psychoanalysis is focused on psychological symptoms, such as neurosis:


  There are many different neuroses: obsessive–compulsive disorder,
  obsessive–compulsive personality disorder, impulse control disorder,
  anxiety disorder, hysteria, and a great variety of phobias. ...
  anxiety, sadness or depression, anger, irritability, mental confusion,
  low sense of self-worth, etc., behavioral symptoms such as phobic
  avoidance, vigilance, impulsive and compulsive acts, lethargy, etc.,
  cognitive problems such as unpleasant or disturbing thoughts,
  repetition of thoughts and obsession, habitual fantasizing, negativity
  and cynicism, etc. Interpersonally, neurosis involves dependency,
  aggressiveness, perfectionism, schizoid isolation, socio-culturally
  inappropriate behaviors, etc.


and psychosis, but exclusive of known biological causes:


  Medical and biological laboratory tests should exclude central nervous
  system diseases and injuries, diseases and injuries of other organs,
  psychoactive substances, toxins, and prescribed medications as causes
  of symptoms of psychosis before any psychiatric illness can be
  diagnosed.


As per Yalom (p. 12):


  *In this discussion, as elsewhere in this text, I refer to
  psychologically based disturbance, not to the major psychoses with a
  fundamental biochemical origin.


This is similar in scope to all forms of psychotherapy, except that where the underlying cause is not known to be physiological or medical in nature, it is assumed to be subconscious (rather than say, behavioural, cognitive, or functional).  For psychodynamics:


  Psychodynamic therapies depend upon a theory of inner conflict,
  wherein repressed behaviours and emotions surface into the patient’s
  consciousness; generally, one's conflict is subconscious.


and specifically, for existential psychotherapy (in Yalom's words p. 8):


  ... a conflict that flows from the individual's confrontation with the
  givens of existence.


This also means that the scope of therapy may change over time, as knowledge is gained regarding the root causes of mental disorders.

Pretty much all other mental disorders are fair game, including mood disorders such as anxiety, personality disorders such as psychopathy (ASPD), and thought disorders such as schizophrenia.  For example, in chapter 4 (p. 147) of his book - under the "Death" concern - Yalom discusses schizophrenia patients who:


  clings to his or her denial of death with a fierce desperation


Note: In cases where some biological factor is assumed, it is common practice to treat disorders with both medication and psychotherapy, as the overall efficacy is improved.  In such cases, psychotherapy focuses on the psychological components of the disorder.  Even in cases where the role of psychology may seem secondary, such as dementia, learning disability, and autism, psychotherapy may be used to augment treatment.  However, psychodynamic therapy is not popular for such disorders, because of the reliance on talk-therapy, that is highly constrained in these cases, so they are unlikely to be discussed much in existential therapy circles.