They were in Yemen. Some of our guys had a detail that was trained by SF to be their security whenever they went over into Yemen. Yemen used to be a place that they would escort people out of, like informants/sources, or other allies during that time. I remember one of the site security team dudes that was with SF telling us about them landing in Yemen to pick up a source who had been burned on leaked wikileaks cables.
So that is who they prepared for whenever they went over there to pick people up. Sometimes I think they'd also ferry undesirables through there. Yemen is the kind of place its harder to track badguys, but it is also harder for badguys to track you.
For us not in the sst or sof units, since Yemen was across the Gulf of Aden/Red Sea from where I was at, it was mostly Al Shabab we worried about.