I don't know this, as a European citizen you are free to travel within Shengen, and those countries simply allow you in.
But with a Shengen Visa and Saudi Arabian passport, I don't know.
Bosnia, Montenegro and Albania are not Shengen countries.
It would just be a nice route. Those countries (especially Albania) don't have the nice roads or safe driving that the rest of (Western) Europe have, but they still have nice things to see. Driving the coastal road completely up would already be lots of fun, but of course there is a lot to see when going into the country.
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