There is a search function in Console that might help. However a few thoughts…
  1. Normally the iCloud account settings in Mail are generated automatically when you specify your Apple ID and password during this initial Yosemite setup or later in System Preferences > iCloud or in Mail > Preferences > Accounts. Mail knows the correct settings for iCloud and you should not have to make any manual adjustments or tweaks for that to be correct.
  2. Since you are able to send and receive messages using the iCloud account it would appear that your current settings are correct.
  3. Sometimes any email account, even iCloud, can be slow to respond when queried by an email client which can result in an individual query timing out and/or throwing and error message. Previous versions of Mail has often been criticized for being overly sensitive about this. Frankly I don't know about the current version of Mail as I switched to Airmail about the same time I installed the Yosemite beta.
With nothing else to go on, I would speculate number 3 is the source of your problem. If that is the case there is nothing you can do except grin and bear it. crazy

If we knew what it was we were doing, it wouldn't be called research, would it?

— Albert Einstein