Even before 2014, before Daesh or ISIS came on the scene, the Yazidi community was a bit divided. Some components of the Yazidi community were more aligned with Baghdad, which even received funding from the Nouri al-Maliki government. Then there were portions of the Yazidi community that were close to the Kurdistan regional government and received funding from Erbil. When the ISIS attack happened, a lot of Yazidis, as you mentioned, had a bit of a conspiracy theory that the peshmerga intentionally had abandoned them in order to draw in international sympathy and assistance against ISIS, or for other reasons.
I don't think that's true, but the perception is what matters amongst the Yazidis. There is lack of trust, and they would prefer to have guarantees from the international community against whoever threatens them in the future. When al Qaeda, in Iraq, was running its insurgency from 2004-2008, they were targeted left and right along with the Christians. They've been feeling insecure for a long time.