I recommend a vist to the UAE. Dubai and the other Emirates is/are fabulous. You can get there by overnight ferry across the Strait of Hormuz from either Bandar Abbas or Bandar Lengeh. An easy way to go.
Iran is a most amazing country. A journey down through it is highly recommended.
From the UAE consider taking a side excursion to Oman ..
I'm not sure about the logistics of shipping by sea
from Dubai to Mumbai, but I know you can definitely air-freight across with Air India Cargo. I have a friend who did this quite recently.
Air-feighting Dubai -->Mumbai (probably also New Delhi) with Emirates SkyCargo is also possible, but this is an expensive option.
The other alternative across to the sub continent from Dubai is air-freighting to Kathmandu, Nepal, with Turkish Cargo.
Good luck with your planning