We need to find and review a schematic of the HUD system on a Yukon with it. That would tell us if it has its own fuse, relays, where the controller plugs into (the back of the instrument cluster, directly into the HUD unit, etc), whether the HUD receives power outside from the instrument cluster. We could also find out if there are dedicated wire harnesses, connector types/pins, etc... Without a schematic there is a lot of speculation.
If I understand correctly you need the Denali insturment cluster, the HUD unit, the Yukon wiring harness from the IC to the HUD unit, the dash panel/bezel, and HUD controller from a Yukon Denali.
Then you would have to get the HUD turned on in the instrument cluster through GTPprix. Lastly would be installing the HUD, dash panel/bezel, wire everything up with appropriate connectors, and come up with a way & place to mount the HUD controller.