You can Go for Umra By submitting request at Saudi Embassy. To go to UAE you have to obtain a visit visa from UAE Embassy( I am not sure whether the UAE embassy in Qatar is issuing visa nowadays.....) then go to saudi embassy and request for road permit. Thats all you have to do. If you have UAE visa then there will not be any problem for road permit from saudi embassy. Perform your Umra (Pray for Umra Maqbool) and enjoy your holidays at UAE.