You can get the Yemen visa in Djibouti. There are no ferries that I am aware of, but I did sit around Djibouti for nearly a month waiting for a Sailing Dhow to take me to Al Mohka. This was several years , I did spend a long time waiting on the Djibouti dock. There were ships going to all kinds of places from this dock. I was offered a free trip to India, but my visa was delayed so I went to Yemen instead. One of my best experiences ever. Yemen is an amazing country.
In Yemen you can get a visa for Oman and cross the desert to get there.
Getting into Saudi at the time was nearly impossible for an independant traveller on a motorcycle
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