Yemen has a long history of defeating empires: -Greeks-, Romans, Abyssinians, Persians, Ottomans, British, ... Add one more to the list.

Actually not sure about the Greeks. They knew about it, they called it Εὐδαίμων Ἀραβία, Eudaemon Arabia (Prosperous Arabia), but they couldn't conquer the Nabateans, so they probably never reached it. While the Romans did and failed.