It's certainly true that "if yes" is a lot less common than "if so". But it's not so much that it's wrong, as that it implies things a bit differently and is therefore rarer.
From that ngram graph we can also see that, while putting "if so" in the middle of a sentence is almost as common as putting it at the beginning, "if yes" is very nearly always at the beginning. This points, again, to the difference in usage.
Basically, "if yes" only works if there's a question that is obviously answerable only with yes or no, and even there it's not necessarily preferred. In contrast, "if so" works even if there's no explicit question, or if it's a bit fuzzier. Examples where "if yes" is dubious or wrong:
OK Did you get the email I sent? If so, make sure to send the form along before the deadline.
? Did you get the email I sent? If yes, make sure to send the form along before the deadline.
OK I wanted to check if you got the email I sent; if so, make sure to send the form along before the deadline.
* I wanted to check if you got the email I sent; if yes, make sure to send the form along before the deadline.
Example where "if yes" is fine:
OK Are you legally blind? If so, fill out form XYZ-B and attach it.
OK Are you legally blind? If yes, fill out form XYZ-B and attach it.
Unfortunately, the particular example you give is ungrammatical or unnatural in several ways:
Since the announcement of STM32L4 MCUs on last September, more than 45 specific training modules are available online. Did you got get the opportunity to watch some of them? If yes, we will would be thankful grateful to know receive your feedback on this offer.
"If yes" isn't actually wrong here, but it's not really ideal, since someone might have watched part of one, might be about to watch one, might have watched several, might have watched all of them…. So "yes"/"no" aren't exactly the only answers, and in this case, going with the fuzzier logic of "if so" works better.
NZ has more of a scottish influence then Australia, but even as an Australian I would take aye to be the Scottish yes. Put with a question mark (written or intoned) then it could take on all possible meanings of "yes?" That's not something in my experience that would cover pardon/sorry, but I imagine there'd be groups out there that would use it as such. You can get an interjection to mean almost anything with the right intonation.
The other version is at the end of a sentence eg "that was sick as, aye". It's added in expectation of an affirmative response.
Best Answer
There are two other versions that haven't been discussed:
A pedant would say "Whose friends?" - but of course they're your friends: that's implied!
The phrase "go to" implies that you're going to a cinema, rather than watch them at home - even a friend's home.
Combined:
This version sounds the most natural to my ears. It doesn't have the extra (unnecessary) "my", and it isn't specific that you actually visit a cinema to watch the movies. You may, but if you also watch at home, then this (to me) sounds the most natural.