I don’t paint in a strictly glazing mode but I’ll offer my thoughts. If you paint/glaze highly transparently, yes, the underpainting color will affect the subsequent layers. I imagine a brown-yellow underpainting will impart a slight nutty brown warmth to the final colors, compared to using a greyscale grisaille which won’t impart much, if any, hue shift. The final colors you get might be somewhat like (but not exactly like) what you’d get if you painted colors ‘normal’ and then glazed over them with a transparent yellow-brown color, or overlaid a piece of transparent colored cellophane.

I’d tend to not fight/compensate for the color shift you get from the brown underpainting, and instead take advantage of the flavor it imparts to the finished artwork. It might shift some blues (if it does, I’m guessing more likely towards greenish) – but that’s its way of making its own color harmony. If you really want to avoid it shifting blues, you could specifically choose a brown & blue combination which doesn’t hue shift the blues much, or at all. This might take trial & error – finding which blue over which brown.

I’d be interested to see the differences in final coloration between the same transparent painting (same colors used) painted over top different-colored monochromatic underpaintings.