It was the Yemeni government that thwarted any U.S. led investigation into the USS Cole. Our agents were intimidated, and were basically not allowed access to the attackers that had been apprehended. Clinton didn't fight for access, and the main suspects were allowed to escape prison. Plus Ali Abdullah Saleh who was the head of the Yemen government at the time, aligned himself with the Shia Houthi after he resigned as President. Saleh as President had been a target of the Houthi, but they kissed and made up, and he is now a behind-the-scenes leader of the group. So how do you know that there aren't any Cole attackers among them? They are obviously getting support from Iran.
We may never know, but I have my doubts. The lesson I get from the Cole incident is that it is not in the interest of the USA to take sides and take part in the eternal Islamic civil war. But if I had to take sides, I would tend to favor the side that does not have a history of flying airplanes into American buildings.