Without reading any of this let me set out my theories. I have been researching volcanoes and Egypt for a few years.That doesn't take a few years -- there aren't any, or any during historical times, or even anywhere close to it. Same goes for the Sinai and western Arabia. There's no trace of a Theran supereruption in the 2nd m BC sediments, ice cores, etc (or anytime else), either in Egypt or even the Aegean. A large piece of pumice that had been used as a floating serving tray for some New Kingdom pharaoh, originally attributed to Thera, turned out to be from Kos' volcano, and its eruption 100,000 years ago.
I think that it was at my fortieth birthday (1935) that my father gave me as a present the Hebrew book by Bar-Droma, Negeb ("The South"). Busy as I was with medical practice, I did not read the book, and only opened it at a few places and chanced to read that according to somebody's view, Mt. Sinai was a volcano... I read the [1873] pamphlet of Charles Beke (the author of the idea referred to by Bar Droma), who maintained that Mount Sinai was a volcano...Immanuel Velikovsky, How I Arrived at My Concepts
There most certainly is volcanism in western Saudi Arabia. However, it has not been much studied as SA has only ONE volcanologist. Also much of the geologist energy has gone into oil exploration. See the article below, and look at the site for IMAGES which has many detailed maps.
https://www.saudiaramcoworld.com/issue/200602/volcanic.arabia.htm
It appears that aside from mountain type volcanic activity there is also fissure type activity like the infamous Laki Fissure event in 1783 in Iceland which may have caused crop shortages in Europe which influenced the start of the French Revolution. Moses might have been led by smoke and fire from fissures, but in his wanderings gone to Mt. Sinai.
http://dqhall.com/sinai_volcano/
http://www.csmonitor.com/Science/2010/0926/Ancient-volcanic-field-reawakens-in-Saudi-Arabia
> The researchers discovered a roughly 2-mile-long (3-km-long) rupture had opened up in the area and widened to 5 miles (8 km) long during the most powerful quake... Still, now that magma has risen to shallow levels roughly a mile (2 kilometers) below the surface of the Earth, eruptions remain possible, and the authorities have to remain vigilant, the researchers said.
[a quake opened a fissure, no lava came out, quake was believed due to a movement of magma, but it’s two miles down, and the most recent volcanism was 30 million to 5 million years ago — based on gradualist models; Velikovsky points out that the Dead Sea formed since the time of the Patriarchs, and even attributes a date in historical times for the formation of the Great Rift.]
The Age of the Dead Sea
http://www.varchive.org/itb/deadsea.htm
The Great Rift and the Jordan
http://www.varchive.org/itb/rift.htm