Hi, first requirement for you to travel to Dubai by road is you should be MALE-- otherwise, if you're FEMALE, there's no way you can traveL by road if you're the driver.

So if you're MALE, first you need to apply for a TRANSIT VISA in the Saudi Embassy (KSA) so you can pass Saudi land ( you need to pass in Saudi to get to Dubai),

As for you car which is under loan thru bank, you need to get a permission from your bank to exit the country.