Dear Brother, As Salam Wa Alaikum.

When you are planning for a good cause, why you are making the situation difficult for yourself and your family.

In my opinion & personal experience Saudi concerned authorities will definately ask you such straight forward questions and may be they will not allow you to return without them.

Better you plan to go with your family by air and while returing you can leave them behind as planned.

The above option sounds better.

Also, directly approach KSA Embassy, atleast you will have a clear picture.

Jazak Allah