Sphecidae, Ampulicinae, Ampulex sp. and could be Ampulex compressa. But I would be happy, if someone else could look into this one and make some comments about my suggestions. I am not sure.
Here is a nice report of all Sphecidae found in Saudi Arabia. Obviously Ampulex compressa is newly recorded in SA (2004).
http://www.landesmuseum.at/pdf_frei_remote/LBB_0036_1_0215-0239.pdf
http://en.wikipedia.org/wiki/File:Ampulex_compressa.jpg
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