CNN has this story on al-'Awfi that also talks about his comrade: "Saeed Shihri, who is believed to have been responsible for an attack on the U.S. Embassy in Yemen that killed nearly a dozen people last September."
I think CNN is just reporting speculation here, as I don't think either al-Shihri or al-'Awfi was in Yemen at the time of the US Embassy attack.
Al-Sharq al-Awsat, however, reports that al-'Awfi went to Yemen about five months ago. News Yemen, which I usually like, essentially re-prints the al-Sharq al-Awsat story although they do take the time to inject some spelling errors into the process.
Al-Arabiyya's Ayman al-Qahtani is a little more circumspect, suggesting that he went to Yemen "a few months ago."
My take is that al-'Awfi and al-Shihri both made their way to Yemen in either late December 2008 or early January 2009, either way much too late to have been involved in the September 2008 attack on the US Embassy. It is also far from clear how much direction Nasir al-Wahayshi had over the attack.
After the video of the four al-Qaeda leaders (al-Shihri, al-Wahayshi, al-'Awfi and al-Raymi) surfaced back in January, there was a great deal of local Saudi reporting on the pair. One thing that was made clear is that both men were still in Saudi Arabia with their families during Ramadan, and of course the US Embassy attack took place on the 17th of Ramadan, the significance of which was pointed out in an article in the sixth issue of Sada al-Malahim by another Saudi in Yemen, Nayif al-Qahtani.
Also, the video of the four and in the interview with al-Wahayshi were both done in January 2009 (reference was made to the current situation in Gaza and the white phosphorous bombs that were being dropped). Most likely this took place soon after the two arrived in Yemen. All these signs point to the fact that neither could have been involved in the attack on the US Embassy.
So the question then is: Did al-'Awfi do anything during his time out of the country for which he can be prosecuted? Presumably he crossed the border illegally, but other than that? He appeared on the video, yes. But he does not appear to have been involved in any attacks. So now what?