We are worried about the school

If you want, you can try registering for k12 international, it's an online accredited school where children from all over the world can receive a U.S diploma. You can look more deeply into it if you would like. I myself was planning on doing k12 international if I was going to stay here with my father however I decided on staying in the U.S to finish my high school. I also reside in Yanbu. Otherwise, there really aren't any high quality educational institutions here in Yanbu. You're better off doing k12, home school, or sending your children in other more well known provinces in Saudi for boarding.

There is no more Yanbu International School  but I guess if you moved already you've found that out.

Check Radhwa International school for American Section.