I believe Nagato said this was Yahiko's plan in one of the chapters.
I don't think that was in any chapter.
Yahiko just explained to Tobi about shedding the same tears, and tobi was like "that isn't possible in this world"
Yahiko immediately left the scene, there is no way he would want to capture Bijuus while he just explained that to Tobi
Of course Nagato is interested because he wants to make it possible "in this world" by shedding the same tears, but he misconstructed what Yahiko really meant.
But I do agree there will be a change of heart of Yahiko somehow trusting him, but it will be interesting to see how he persuades Yahiko to create Akatsuki, it might not even be that big of a thing all it is Tobi saying "Join our peace organization, Akatsuki"