As it says in the title. Osama decides Yemen is a far better location than Afghanistan (but does maintain followers there), and expands his influence there and in Somalia instead?
IIRC, the Taliban stronghold in Afghanistan was due to the U.S. funding the Mujahideen during the Soviet invasion (correct me if I'm wrong; I'm no historian and I'm not pretending to be one).
Perhaps a bigger North Yemeni civil war leading to American, Israeli or South Yemeni involvement or occupation?