Roger, Bob, thanks for the help.
I got the stove running without the yellow flame.
What I did was I took the stove apart again and reassebled it again. Only this time I tightened all threads a lot harder. When I got the stove all threads were thghtened extremely hard – I could hardly take them apart. As we have a saying for tightening threads: tight, tighter, loose (you break the threads), and as other people here have warned about the weak strength of the threats,I did not tighten them very hard the first time I took it apart. Probably I did not tighten them enough. It was solid, but maybe there were air-gaps or whatever in between them.

as you might be interested:
- the old canister was not the problem. (I got that canister from a friend who stopped hiking years (decades?) ago and use it for stove testing. How could you tell it is a primus, Roger?) The same problem occured with a brand new MSR canister.
- “not screwed the stove down quite far enough” – I dont think so. I did it a couple of times on Friday, and now I can not replicate the problem.
- “the needle valve is filthy and needs cleaning” – I cheched the valve before running and it was clean.
- canister has lost all its propane and the temperature of the canister is close to 0 C – No, the canister came from my living room at 20°C, outside was about 5-8°C.
- “manufacturing standard changed for the pin” – I can’t say.
- “fuel has ‘gone stale'” – dont think so, it is running now and also running with other stoves. BTW, the canister is definately more than 20 years old.