(1) The yolk is in fact one gigantic cell.

It's not just "connected to" the ovum; it is the

ovum. The ovum of a chicken consists of a very small amount of cytoplasm and a very
enormous amount of yolk, but they (white spot + yolk) are surrounded by the same,
single, cytoplasmic membrane. It was all grown together as a single cell in the ovary, it
was all ovulated at once, and it is all (white spot + yolk) technically 1 cell. The chicken
ovum is what is known as a "megalecithal" ovum, meaning that it contains a very large
amount of yolk relative to its cytoplasm. The large mass of yolk has implications later
for cell division later, because the planes of cell division will not pass all the way
through the yolk, and so you'll end up with a "flattened" multicellular embryo sitting on
top of an undivided yolk. But the yolk is indeed part of the original ovum.
(2) In store-bought eggs, the "blood spot" you sometimes see in store-bought eggs is
not the blood cells of the developing embryo; it does not contain the embryo; and the
white spot is also not an embryo and it is not "slowly developing", because storebought eggs are unfertilized. In a store-bought egg, the white spot is a mass of
undivided cytoplasm containing 1 haploid nucleus (+ mitochondria) and it is continuous
with the yolk. If you see a blood spot in a store-bought egg, it is from a ruptured
ovarian vessel, and this little blood spot lies outside of the cytoplasmic membrane of
the ovum and (even if the egg were fertilized) would never contribute to the circulatory
system of the embryo. (in a fertile egg, the white spot is indeed a developing embryo it has about 20,000 eggs by the time the hen lays the egg. And you would indeed start
to see a webbing of blood vessels around the white dot; but these are underneath the
yolk membrane. They also look different than your typical "blood spot", more like a
blurry little network and less like a discrete red dot.)
So - the yolk, and its little white spot, is one gigantic cell. The largest vertebrate cell on
Earth is the yolk of an ostrich egg.
However, you're correct that the rest of the egg (white, membranes, shell) is
extracellular material.
Reference: Gilbert's Developmental Biology. An excerpt about chick development from
the 6th edition is online here. Also see here for Univ. Guelph's online developmental bio
notes, and note the sentence at top, "Recall that the portion of a hen's egg that we call
the "yolk" in everyday terms is really a single cell, the female germ cell(or the oocyte or
the ovum). It is termed "megalecithal" because of the huge quantity of yolk. cleavage is

incomplete (meroblastic) and is restricted to the small portion of yolk-free cytoplasm

called the germinal disc."