Don't worry about it, the cotyledons only purpose is to protect the growing tip as it pushes through the soil to the surface.
They have no influence in the growth of the plant or any other function.
Never remove the seed shells, they will fall off when good and ready, it is too easy to damage the plant when trying to manually do so.
By exposing the cotyledons to light prematurely, you may have killed the chlorophyll that was forming in them and this could be the reason they are yellow. While still inside the seed shell, a lot of things are happening in preparation for life in (sun)light and exposing the cotyledons before they are ready to face life has no doubt caused this issue.
Anyway, it doesn't really matter, the cotyledons play no part in plant growth, they are somewhat "sacrificial" as their only job is to protect the growing tip as it pushes through the soil.
In future, let the seedling do its thing without interference, but if you think that the seed shell is actually stuck, misting/spritzing the seed shell with water a couple of times, every hour or so, usually softens it up and makes it easier for the opening leaves to push the seed shell off and with zero risk of doing any damage to the seedling. This is best started/done at the beginning of the day, when the seedling is most "active" and trying its darndest to get rid of the seed shell.
The fact it took 2 days to open after removing the seed shells indicates to me the plant was nowhere near ready to face life just yet.
Hope this helps, Organoman.