yang-system-test-*-jar-with-dependencies.jar is a fat jar packing all required dependencies, so the class loader used is looking only inside this jar.
Yang files to be tested are not there, they are on the filesystem.

But the implementation uses YangParserTestUtils.class.getResource() which does not find the filesystem source, returns null, which is not handled.

This means any non-trivial invocation results in NPE:
$ java -jar yang-system-test-1.1.0-SNAPSHOT-jar-with-dependencies.jar -p .
Dec 16, 2016 11:58:53 AM org.opendaylight.yangtools.yang.parser.system.test.Main runSystemTest
SEVERE: Failed to create SchemaContext.
java.lang.NullPointerException
at org.opendaylight.yangtools.yang.test.util.YangParserTestUtils.getYangFiles(YangParserTestUtils.java:483)
at org.opendaylight.yangtools.yang.test.util.YangParserTestUtils.parseYangSources(YangParserTestUtils.java:471)
at org.opendaylight.yangtools.yang.test.util.YangParserTestUtils.parseYangSources(YangParserTestUtils.java:430)
at org.opendaylight.yangtools.yang.parser.system.test.Main.runSystemTest(Main.java:116)
at org.opendaylight.yangtools.yang.parser.system.test.Main.main(Main.java:99)