Hmm, seems they are different, at least in Scotlandland, and amber is more warninger.
If possible, you should avoid driving no matter the warning level. Driving in a yellow warning may not pose a likely risk, but there is likely to be increased congestion and disruption on the road. Driving in amber and red warnings pose a greater risk, therefore travel should be avoided unless absolutely essential.
I find this at best non-intuitive, I'd say even counter-intuitive as to my mind is a dark form of yellow, not a bright, look at me I'm dangerous, colour.