I want to rent a car from Bahrain and drive to Dam-mam KSA, do you provide cars with insurance and permit to enter KSA?
Please look here, to see if you can cross the border, although I don not think it is possible:-
At STEP2 of our 3 step online booking process, to the right of the car photo of your choice, is a link entitled "IMPORTANT INFORMATION". Click on this link and it will open an additional smaller window, where the terms and conditions appertaining to that particular car at your chosen location are displayed. Choose "CAR" and then "TRAVEL RESTRICTIONS"
I can see it is not allowed!
That is likely to be the case with most other suppliers.