I learnt this one the hard way in 99 so hopefully this will help.
Transit visa's for Saudi are only available in countries which border the kingdom. I tried for 2 weeks in Amman without any luck in June/July and got nowhere - even after enlisting the help of the British Consulat and the South African Embassy. "The Haj" or not it's complete touch and go although getting a visa in Khartoum to do the trip in reverse doesn't seem as hard.
We ended up in Egypt and tried for visa's for Sudan - at that time British passport holders had zero chance of getting on. We met a Scottish guy who had been waiting 3 weeks. Rule number one for this route is NEVER LEAVE HOME WITH OUT A VISA FOR SUDAN! The ferry to Wadi Halfa is expense £1500 (mates did it two months ago) but costs can be reduced by sharing the journey with other vehicles. Ferry takes cars and people. Sudan is an awesome country to visit - one of the friendliest I've been to in Africa although can be frustrating with all the rules and regulations.
On the bright side there is an Italian shipping company called Linea Messena which operates a multi stop route to South Africa stopping at all the ports on the East African coast. You're esiest entry point to Ethiopia would be through Djibouti (best avoided in July as it's unbearablly humid and hot). From Ethiopia downwards it's a walk in the park.
You can enter Ethiopia from Sudan. No problems vith visa's but the roads either side are appauling in the wet season - Jun to Aug. The Ethiopian side from Gedaref to Gondar is the worst bit as there are often other vehicles stuck and blocking the entire road.
If you end up in Egypt and want to ship from there you can locate "Mohammed Mosielle" shipping and airline agent in Suez. He arranged for a ship to get the vehicle through to Djibouti - US$1400 which is as expensive as the Wadi Halfa ferry. His office is about 500m from the Saudi Consulate on the side of the Suez Canal.
I'm not aware of any ferries from Suez to Sudan other than one which stops at Jedah and you can't board it without a Saudi - even if you're not getting off.
Hope this helps. Feel free to contact me on email@example.com
is you need any other info.