Imam al-Shafi'i (may Allah have mercy on him) says: If one from whom the jizyah is taken asks to pay it and be subject to the (Islamic) law on condition that he may reside in the Hijaz, he has no right to that. The Hijaz is Makkah, Madinah, al-Yamamah and all their surrounding districts.
Imam al-Shafi'i (may Allah have mercy on him) says: I do not know of any protected non-Muslim (dhimmi) having been expelled from Yemen, for there were people under covenant there and Yemen was not part of the Hijaz. So no one should expel them from Yemen, and there is no harm in making peace with them on the basis of their remaining in Yemen.
The Shaykh (may Allah have mercy on him) says: They counted Yemen as part of the land of the Arabs, and the expulsion fell upon the people of Najran; the protected people of the Hijaz (were expelled) but not those of Yemen, because Yemen is not the Hijaz, not because they did not regard it as part of the land of the Arabs. The expulsion in the hadith is specific, and in the hadith of Samurah from Abu Ubaydah bin al-Jarrah (may Allah be pleased with him) there is evidence, or something like evidence, for the specified place. And Allah knows best.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجزية / 18759