It is relatively easy. Yes you have to pass through Saudi. This is not as difficult as travelling through Saudi proper. You will need to organise a transit visa - to do this you will need a valid visa for Qatar. The roads are good (although the drivers are mad) and the trip takes about 6 hours. If you are applying for the visas in Abu Dhabi the Qatar Embassy will tell you how best to sort it out - this sliver of Saudi territory is a real pain in the rear for them.
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