I'm very sorry for your situation, but it seems clear that you need legal advice to protect your rights and handle this situation effectively. In Saudi Arabia, there are multiple regulations that can help in situations like these. They are enforced through the competent authorities, namely the Saudi Arabian Police and Judiciary.
The evidence you can collect in this situation includes all forms of communication including WhatsApp messages as they are recognized under the Saudi Law of Electronic Transactions (Cabinet of Ministers Resolution No. 7 of 2007). This law validates any electronic record or signature and it includes communications made through electronic messages like WhatsApp.
As per 'The Law of Civil Procedures in Saudi Arabia', you can initiate a legal claim, even from abroad. Article (18) of the law states, "The complaint may be filed by the plaintiff himself or by who represents him legally before the Secretariat of the Court competent to consider the case. The complaint may be filed by the plaintiff himself, his representative or someone acts on behalf of any of them, by attending at the Secretariat of the Department competent to consider the case, or by filing a request with the Department via the methods of communication approved by it."
Furthermore, according to Saudi Arabian law, personal belongings are generally considered private property and cannot be kept without the owner's consent (Regulation of the Law of Procedure before Sharia Courts, Royal Decree No. M/53). So, you have a right to ask for your personal belongings back.
Bear in mind that this is general guidance on the subject matter, and your personal circumstances may need to be considered in light of a more detailed understanding of the Saudi Arabian law and potentially the laws of UAE as well. You can also seek advice from the embassy of your home country in KSA and UAE.