Contrary to what everyone knows, the Queen of Sheba was from South Yemen, not modern day Ethiopia which is also not the same as ancient Ethiopia which was closer to Libya.
Ethiopa is right across the Red Sea from Yemen. It is a short boat ride along an old trade rout. Getting to Libya is much harder because of the Sahara. And you seem to have forgotton the existence of Sudan and Egypt. The route to Libya is down the Nile and then across the coastal plain.