Let imagine that we put wind indicator on rotating merry-go-around.
Will wind indicator stay perpendicular to the radius of circle,showing
tangential airflow velocity?
Assuming that the indicator has a mass distribution such that the apparent "centrifugal force" from the rotation has no effect on it, and also assuming that the physical length of the wind indicator is trivially small compared to the radius of the circle, then yes, the wind indicator will remain perpendicular to the radius of the circle at the point where it is located, showing that the "relative wind" is tangent to the circle.
A very lightweight piece of yarn would do essentially the same thing, though there would be a very slight tendency for the apparent "centrifugal force" to displace the free end of the yarn toward the outside of the circle.
However the problem gets more tricky if the length of the wind indicator is not trivially small compared to the radius of the circle. If the length of the wind indicator is not trivial, this means that the "vane" or fin is located well aft of the weathervane's pivot point. The relative wind at every point along the circumference of the circle is aligned with the line that is tangent to the circle at that point. So when the vane streamlines itself to to the relative wind which is tangent to the circle at a point well behind the pivot point of the weathervane, this means that the weathervane is not parallel to a line drawn tangent to the circle at the pivot point of the weathervane. Rather, the weathervane is skewed with its nose outboard, and its tail inboard, of the line drawn tangent to the circle at the pivot point of the weathervane.
This is a large part of the reason why we tend to see some sideslip in circling flight, especially in slow-flying aircraft whose linear dimensions are not trivial compared to the radius of turn. The vertical fin tends to streamline itself to the relative wind, which means that the fuselage tends to be parallel to a line drawn tangent to the circular flight path at a point well aft of the CG.
This effect is illustrated in section 8.10 of the "See How It Flies" website.
In short, in turning flight, the "relative wind" is curved, rather than linear. It curves to follow the curvature of the flight path.
Your question specifically referenced a "glider yaw string" (which would be better termed a "slip string".) Note that if we wanted the relative wind to be exactly tangent to the fuselage near the C.G. of the glider, then we should allow a yaw string at the nose (forward of the C.G.) to stream slightly outboard. In gliders with slender, streamlined fuselages, an argument can be made that it is a better to align the vertical fin with airflow, or at least to adopt a yaw/slip attitude intermediate between the two cases of streamlining the fin and streamlining the portion of the fuselage near the C.G.. This is an argument for allowing the yaw string near the nose to stream significantly outboard. These ideas were explored in an article by Richard H. Johnson in "Soaring" magazine titled "Circling the Holighaus Way".1
Note also that in the sailplane case, minimizing the combined drag from the fuselage, fin, and rudder is not the only consideration-- the drag resulting from any aileron deflection that may be needed to neutralize the net roll torque on the aircraft is also a consideration in selecting the optimum yaw/slip attitude for circling in thermal, as detailed in Johnson's article.
Related ASE answer: Does slipping in turns allow higher climb rates?
Footnotes:
- Some links to the Richard H. Johnson's article in "Soaring" magazine titled "Circling the Holighaus Way", or similar articles:
https://www.scribd.com/document/269098126/Holighaus-Thermalling-Efficiency# -- subscription required
http://www.oocities.org/volaosoppo/yawstring.pdf -- highly related article by same author published in "Gliding Kiwi" entitled "Do you really want to keep the yaw string centered"
https://wingsandwheels.com/blog/post/thermalling-in-a-slight-slip -- highly related article published in "Wings and Wheels" entitled "Thermalling in a Slight Slip" -- includes navigation to original article (SSA membership required)
(Unfortunately I cannot locate a current URL to the original article that is not behind a paywall.)