Simulations are used to study the steady shear rheology of dense suspensions of frictional particles exhibiting discontinuous shear thickening and shear jamming, in which finite-range cohesive interactions result in a yield stress. We develop a constitutive model that combines yielding behavior and shear thinning at low stress with the frictional shear thickening at high stresses, in good agreement with the simulation results. This work shows that there is a distinct difference between solids below the yield stress and in the shear-jammed state, as the two occur at widely separated stress levels, separated by a region of stress in which the material is flowable.