That would be very interesting. Way more thought put into it then a lot of terrorists being Arab in games/movies/etc just because they're the go to villains outside of Russia. Their religion would need to be so radically transformed that it will be something else entirely. Maybe religion plays little part in their actions as another deviation from the norm when it comes to Arab enemies. My question is how could Saudi Arabia become a dangerous enough threat? They surely have allies or something big happened due to the alternate history to change things. Maybe they even developed into a new country that's an empire of sorts, only with an Empress (of course).