From the Lime stone quarries i think, Like at mallam and Ingleton, though I've not googled it to check, but it makes sense, there may some more local to York I suppose.
I've spent some time researching this now and the stone came from the Jack Daw quarry near Tadcaster. Malham Cove is not a quarry, but the site of a huge waterfall that has long sincedried up, the original river now running underground.