Of course it’s too risky
After the 2013 announcement for Americans to leave Yemen and expect only limited US assistance, the state department shut down embassies and consulates throught the region, culminating in withdrawing even our special forces in March 2015. Hundreds of US and other foreign nationals including Brits got the word to go to certain airfields and seaports and the Russians hauled them out in April
Yet these Americans stayed
The ultimate idiots
But hey if you want to form up a private militia go for it. Be the hero you expect someone else’s son or daughter to be.