Scud Missiles
A Scud missile makes a fairly lousy terrorist weapon. Despite some mobility, it's not the sort of thing you can sneak around in hostile territory, which theoretically, Yemen is supposed to be for al-Quaeda terrorists. It also uses liquid propellants, including a hideously toxic oxidizer. It would be safer to assume it was destined for some government.
Yemen is now claiming that they bought the missiles, and they belong to them. A legal sale. Under those circumstances, it's odd that they had to be delivered hidden under sacks of cement in an unmarked ship.