The Gulf States, including Dubai, Oman, Qatar and Bahrain are east of Saudi Arabia. The western edge of Asia runs from Russia through the Caucasus Mountains region, through Turkey at the Bosporus, west to include Cyprus (you learn something new every day), then down through Syria, Lebanon, Israel and the Sinai Peninsula. It then goes south to Yemen.
The divisions between Asia and Europe occur at the Ural Mountains, Ural River and Caspian Sea in the east, the Caucasus Mountains and the Black Sea with its outlets, Bosporus and Dardanelles in the south. Azerbaijan, Georgia, Kazakhstan, Russia and Turkey are considered part of both Europe and Asia. Armenia and Cyprus are entirely in Western Asia, but are sociopolitically European countries. The division between Asia and Africa is usually considered to be the Suez Canal, placing the Sinai peninsula in Asia, and therefore Egypt may be included as an Asian state.