I visited Rio de Janeiro and Iguazu Falls in early March 2018. During my stay in Rio de Janeiro, I visited Rio beaches and landmarks on surrounding hills. In Iguazu Falls, I visited Iguazu falls on both Brazil and Argentine sides. Those places were filled with tourists from all over the world who were enjoying themselves without worrying about yellow fever mosquitoes. Personally I did not come across any mosquitoes in those places. As for IIha Grande, I cannot say much about the place, because I did not visit the island. In any event, getting yellow fever vaccination and carrying insect repellant spray can give peace of mind to those who are serious risk averters.
During my visit there, Yellow Fever vaccination was not required to enter Brazil, and it was not required to enter Argentine from Brazil either. Since, however, Yellow Fever is a devastating and potentially fatal disease, I took Yellow Fever vaccination in advance anyway, especially because Yellow Fever vaccination would give me lifetime protection from the disease. U.S. CDC (Centers for Disease Control and Prevention) issues information on the disease and vaccination, and it advises who should not get the vaccination; e.g. infants below 6 months, seniors age 60 or above, those with weakened immunity, those with egg allergy, etc. Those with any of these vaccination risk groups may request a "Waiver Letter" from their doctors, and present it at the border if vaccination certificate is required. The problem with such "Waiver Letter" is clear. Since Yellow Fever mosquitoes won't be able to read the waiver letter, the mosquitoes won't waive the letter holders from being attacked.^^ In any case, don't worry, and enjoy your visit to Rio and possibly Iguazu Falls which are fantastic places.