They will get visa on arrival and it is much cheaper than going thru hotel. If you want to make it all easier for them just pay for Almaha services and they will be served with a different queue and go thru much quicker. Anyway it will not be an issue. If they ask where they are staying just say with family and do not go into detail. Anyway, how can immigration tell if they are not married? You can keep different last names after marriage in most countries.