I have been through Saudi privately by helicopter on two occasions. Firstly, in 1982 I flew in a Jetranger from Luxor to Ha’il to Bahrain. Then in 1994 I flew in a Sikorsky S76 from Bahrain to Riyadh to Ha’il, and thence to Turayf and Amman.
There were absolutely no problems at all. I think I did my clearances through Universal, who seemed to be able to get the clearance in about 3 or 4 days. I operated VFR on each occasion. There were friendly people, and friendly air traffic control.