If you have a good car to go Dubai by road then you can take the decation. Secondly you need visit visa from Dubai Embassy and then you will take transit visa from Saudi Embassy. Emirate Embassy needs some document, for example 1.Passport copy 2. Photos 3. Sponsor Letter 4. Photocopy of immigration's signature number 5. Visit Visa application. Saudi Embassy will not take this much documents, only transit visa application photos and passport copy. When you cores the border of Qatar you need car insurance, and when you will core the Saudi border (Batha} you need another car insurance. When you will come back from Abu Dhabi border they will charge you fees cash Dharma. Also please note that Emirates, Saudi embassies will give visa to your husband or father. I don't think they will give visit visa to any lady.