These aren’t “high yield” and are bond ETFs rather than stocks ETFs, but do pay out monthly:
VGOV - UK gilts etf
SEMB - Ishares j.p. Morgan EM Bonds
I think most HY ETFs pay quarterly (not looked so may be wrong), but you can probably find enough that at least one would be paying each month. I’ve done this with stocks in pies (named pattern 1, 2 & 3) which hold quarterly dividend income for
- Jan, Apr, Jul, Oct
- Feb, May, Aug, Nov
- Mar, Jun, Sep, Dec
I know this isn’t exactly what you’re asking but I felt like it was at least semi-appropriate.
I would also be interested hearing of any monthly paying HY ETFs that I can look into 