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Al-Hallaj (AD 858β922) was a Sufi mystic from ~900 years after the time of Jesus. He was enamored of the Jesus he knew of, but his own sources and influence were primarily Islamic and his idea of who Jesus was matches the non-divine prophet of Islamic teaching rather that the divine savior of Christianity. He tried to live after the pattern of the stories he had and used some terminology from Christianity, but his self proclaimed identity is that of a follower of Jesus, not a re-incarnation of him.
Strictly speaking, al-Hallaj was not a Yazidi, although they share some relationship to Sufism. Yazidi beliefs do incorporate some Islamic mystic ideas similar to al-Hallaj's, but other beliefs are incorporated as well into a syncretistic blend of beliefs that is deeply animistic. Stories, lingo, and a not a few theological concepts are borrowed from both Islam and Christianity.
For their part, both Islam and Christianity deny any affiliation. Neither recognize him or his legacy as anything but that of a Sufi mystic.