A family of Microsoft word processing software products for creating web, email, and print documents.
Windows 8 comes with YaHei, but not YaHei Light. I'm not sure where you got it from.
From your samples, it appears that YaHei Light only has 1 font, the Light. It is not a family, so applying the Bold and/or Italic properties makes Word fake the appearance. Since there is not corresponding Bold font, Word applies a stroke to the outline. This stroke does not print to a PDF. In your sample, the Italic has also been faked by Word by applying a fairly extreme slant to the Light font. This characteristic does print to PDF, but you don't actually have a YaHei Italic, just a slanted normal. This is normal operation for Word, not a bug.
To get a true Bold, use YaHei instead of YaHei Light. It has a corresponding Bold weight that will print correctly to PDF.