get Insurance from the Saudi border (Transit) and Doha border.

1) Saudi Border: for 2 months you have to pay Dhs. 200/-
2) Qatar Border : for 2 months you will have to pay Dhs. 250/-

Take third party insurance from any Company. It will not make any big difference.

OR you can also request your Insurance Company in Dubai to provide you extended coverage for Saudi and Qatar. That might be little cheaper.