Yemen is a small middle eastern country. It is bordered by Saudi Arabia to the north and The United Kingdom to the east. It's terrain is mostly mountainous and one province is a desert to the north-east.
On 30 October 1918, following the collapse of the Ottoman Empire, Imam Yahya Muhammad of the al-Qasimi dynasty declared northern Yemen an independent sovereign state. In 1926, Yahya proclaimed the Mutawakkilite Kingdom of Yemen, becoming both a temporal king as well as a (Zaydi) spiritual leader, and won international recognition for his new state, such as with the Kingdom of Italy, entering into the Italo-Yemeni Treaty in 1926.
The Mutawakkilite Kingdom of Yemen, which occupied the northern portion of modern Yemen, followed an isolationist foreign policy under King Yahya Muhammad Hamid ed-Din. It formed an alliance with Italy in 1936, and yet it remained neutral for the duration of the war. The southern portion of modern Yemen, known as the Aden Protectorate, was under British control.Yahya's non-recognition of his kingdom's southern boundary with the British Aden Protectorate (later the People's Democratic Republic of Yemen) that had been negotiated by his Ottoman predecessors resulted in occasional clashes with the British.
Small population, lack of resource as well as behind technology would represent a big problem for Yemen. In order to even have a fighting chance with Saudi Arabia, the United Kingdom must have gone to the decolonization focus branch in which Britain need to give back Aden to Yemen. By this way, Yemeni population would be slightly higher than Iraq, but more enough than Saudi Arabia. Yemen has a choice in it's political branch: Manpower and fascism, Political power and communism and Nonaligned status quo.
Collectivist ethos branch (Non-Arabia)
One of the better option would be to increase the quality of each division. Research towards artillery and equipment would be needed. It is also optional to mechanize since there wouldn't be a lack of oil, at least for Yemeni consumption. The first target would be Saudi Arabia since conquering Oman first would overstretch Yemeni strength. After carefully pushing and defeating Saudi Arabia, it's advisable to puppet them for what manpower you can still use of them.
You can then take over Iraq and puppet them as well for manpower. Iraq and Turkey would be a great obstacle for Yemen. Out of the two, Iraq is the weaker of the two, not only of their population, but also a small army and no navy. It is critical that the player strike quickly before Iran mobilize. If they muster a strong army, the best and perhaps only option would be to make a frontline around the Iraqi river in the south and north Iraq and some divisions in the center to prevent Baghdad to be under Iranian hands.
Once Iran is defeated, only Turkey would be a serious block. By that moment, the player would have exploited the Middle Eastern manpower.