It’s either the gulf of Aden or the Straits of Hormuz, but not both. They are about a thousand miles apart.
The article said Hurmuz, not Hormuz. Perhaps this is a different place name. But you are right, Hormuz is up in the Persian Gulf, not at the bottom of the Red Sea. I also looked at my Encyclopedia of Volcanoes, and see that there are a number of volcanoes in that area. Many have not been active for a while, so perhaps some magma is moving deep underground to try to get someplace where it can erupt.