I would suggest a green visa for you and your family in the UAE. Regarding your Saudi business set up, there is an option with even 100% ownership with or without UAE residency.
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How can I invest in UAE residency to launch a business in Saudi Arabia?
I have a business that I plan to launch in Saudi Arabia very soon but I would rather move my family to the UAE instead of Saudi. Would having a UAE residency allow me to establish Saudi based business and travel there freely? What kind of UAE visa should I pursue in that case?