The denied permission is because off execute permission of that yt-dlp file in folder /usr/local/bon/yt-dlp. Well you performed the > sudo chmod a+rx /usr/local/bin/yt-dlp so there should be no problem. You could check if you have execute permission by using ls -l /usr/local/bin/yt-dlp. Mine look like this:
-rwxr-xr-x 1 root root 2415129 mrt 8 21:24 /usr/local/bin/yt-dlp