(CNN) Jamal al-Labani had hoped to bring his pregnant wife and 2-year-daughter back to the United States from war-torn Yemen.

But the gas station owner never made it on a flight back to his home Hayward, California.

Family members have identified him as a victim killed in mortar strike last week in the southern Yemeni city of Aden.

He is believed to be the first U.S. citizen killed in the current violence in Yemen.

Early Tuesday evening, the 45-year-old al-Labani was on his way back from mosque prayers when he was hit in the back by shrapnel from a mortar shell, his family said. He died minutes later.

'Things got worse and worse'

Violence quickly escalated in Yemen soon afer al-Labani arrived in February.

"When he got (to Aden), after a few weeks he noticed things were starting to get bad and then the (U.S.) Embassy closed ," his cousin Mohammed Alazzani told CNN.

For the past three weeks, al-Labani had told family members he was concerned about not being able to evacuate as the situation deteriorated in the country, according to his cousin.

More than 200 people have been killed in Aden in the past 11 days, according to Naef Al Bakri, Aden's deputy governor.

Two days before al-Labani was killed, he told his family the last option was to try to cross the border into Oman and fly to Egypt, but he never made it.

"The airports got closed and things got worse and worse," Alazzani told CNN by phone. "People were hoping things would get better, but they only got worse and worse."

Advocacy group: Trapped Americans need help

Yemen has been rocked by violence and political turmoil for months. Houthi rebels -- minority Shiites who have long complained of being marginalized in the majority Sunni country -- forced Yemeni President Abdu Rabu Mansour Hadi from power in January, placing him under house arrest and taking over Sanaa, the country's capital.

Hadi escaped in February, fled to the southern city of Aden and said he remained President. He fled to Saudi Arabia last month as the rebels and their military allies advanced on Aden.

Now the violence is intensifying as Saudi Arabia and other Arab nations target the rebels in Yemen with airstrikes.

Yemeni-Americans are trapped in the conflict, but haven't gotten enough help from the U.S. government, the Council on American-Islamic Relations told CNN Sunday.

Zahra Billoo, a spokeswoman for the advocacy group, said it's helping al-Labani's family and the families of other Yemeni-Americans.

"All of these other governments, Russia, China, Ethiopia, India ... they have all been evacuating their citizens. So to say that it's impossible for the U.S. to evacuate their citizens is difficult to grasp," Billoo said.

Responding to the criticism, the U.S. State Department told CNN that there are no current plans to evacuate private U.S. citizens from Yemen.

"We encourage all U.S. citizens to shelter in a secure location until they are able to depart safely. U.S. citizens wishing to depart should do so via commercial transportation options when they are available," a spokesman for the State Department told CNN in a statement. "Additionally, some foreign governments may arrange transportation for their nationals and may be willing to offer assistance to others."

Yemeni-American advocates think more could be done.

"There have been travel warnings to Yemen for a few years now. What's not clear is, are they saying 'Be cautious' or 'Don't go at all'?" Billoo asked. "It still it doesn't sit well with many of us civil rights lawyers who believe that U.S. citizenship should be the ultimate protection."

Fierce fighting and power blackouts

Fierce fighting continued across Yemen on Sunday amid an electrical blackout in parts of the country and political moves that could further fracture the already divided military.

Intense airstrikes hit Sanaa overnight. Senior security officials in the Yemeni capital said the airstrikes targeted the military intelligence headquarters and the Defense Ministry's central command, military bases and missile depots.

The blasts at the military compounds, which are inside the city, shattered the windows of many homes nearby.

Meanwhile, some 16 million Yemenis living in provinces under control of Houthi rebels, including Sanaa, remained without power after an electrical blackout that began Saturday night.

In the country's south, the Houthis remain in control of Aden's port and other strategic holdings, including the state broadcaster.

The International Committee of the Red Cross said Sunday that Saudi Arabia has signed off on the delivery of medical supplies and personnel to Yemen, where the organization had warned that time was running out to save those wounded in airstrikes and ground fighting