You can request to move out of housing and take the allowance....it may take a month or two.
You can request a transfer to other housing....have had many friends transfer from Pink Villas to Holiday Villas...or Holiday Villas to Ain Khalid.
That normally takes a month or two.....there are other places but have heard the wait is 1-2 years?
Once you leave the company housing I don't believe you can return