Is it true that Dhu al-Qarnayn originated from Yemen?

The Dhul-Qarnayn mentioned in the Qur’an was a righteous servant and a just king. Neither the Qur’an nor the Sunnah mentions his origin, lineage, or history. Books of history, narratives, and biographies have differed in identifying him. Some said he was from the Romans, others from the Greeks, and some from the Arabs. Al-Maqrizi mentioned that the verified opinion among historians is that he was Al-Sa'b ibn Al-Harith, one of the kings of Himyar, and he was from the 'Aribah Arabs. He stated that it is a mistake to assume that Alexander is Dhul-Qarnayn. Ibn Kathir supported this view.