The bank said it had lifted immunity from prosecution for the four.
Colman also had close connections to the Committee of Vigilance, and in this role had promised Joe immunity from prosecution in exchange for his testimony.
Embassy has stated repeatedly that as a member of the embassy's "technical and administrative staff," Davis enjoys immunity from prosecution.
The proposal would see President Saleh transfer power to his vice president within a month of an agreement with the opposition to grant him immunity from prosecution.
They also object to giving the President and his family any immunity from prosecution.