I agree that you will lose keywords which could be useful information. Google uses a redirect with javascript to hide their referrer data so websites can't tell what queries were used. They will just appear as 'https://google.com'
Oh, too bad. With that in mind, my opinion is to group them, then. I believe that Google drives the most traffic for most people, so keeping Yandex with that level of detail won't be that effective (specially since a lot of people won't even understand the search terms).
Of course, the ideal scenario would be to have some way to group or separate the links with a button or something, but that's probably too much work.
