Firstly, you should know that Classic Shell is only a Start Menu and a set of plugins that add some features to File Explorer and Internet Explorer. It is not a whole shell or environment of its own. So IE home page changing has nothing to do with Classic Shell. You can set it back to Yahoo.com by pressing F10 -> Tools menu -> Internet Options.
The update that got installed may have reset your home page.
If your Start Menu is working, then it means Classic Shell is working. To verify other components of Classic Shell are working ((if you installed them), follow these steps:
http://classicshell.net/faq/#explorer_toolbarRest of your issues such as blank home page opening are related to Windows. Please ask in the MS forum if you are unable to change your homepage.