The Queen of Sheba wasn't in Yemen. Socotra's pretty odd and interesting. The Marib dam is a ruin, and large enough and remote enough to have survived as s ruin, but only dates to the 6th c BC. At the beginning of the most recent phase of the decades-long Yemeni civil war, the last 50 or so Jews ceased to be, apparently they were mass-murdered.
I went to a Jewish wedding in Yemen in 2008, somewhere near Raydah. There were entire, small villages of Jewish people back then. I did not go to Marib, as it was too dangerous even then. I did go to Amran to see the old market and ancient city wall and gates, which have some pre-Islamic remnants and inscriptions. And I went to Sana’a, Wadi Dhahr and Shahara.