It isn’t worth the risk. There is a good chance you will find yourself in jail.
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My boyfriend trip to KSA 5 years ago, He was detained by soldiers as he came through customs coming from Abu Dhabi in UAE to Dammam, KSA. HE was detained at gunpoint by two soldiers and questioned for almost an hour. He won’t get into the nature of why he was detained because it isn’t relevant here, but needless to say, they let him go. It was the most frightening experience of his life he said.
All GCC countries have a cooperation agreement that intercepts, detains and apprehends fugitives from other GCC countries. The likelihood of being detained has everything to do with who you owe money to and how much. While you might not get the death penalty, there is a good chance you could be jailed until the debt was paid.
If I was going to get caught I would much rather get caught in UAE than KSA.