http://www.saptco.com.sa/en/services_vip.htm
For those of you, who are stuck for the need for a ride. THe SAPTCO VIP service. something I had heard off, and then traveled in just last week.
Firstly, lots of leg room, and if you are tallish, like me, then heck you need it!
Secondly, non stop, so you get to khobar in about 4 and half hours.
I do say that this is a decent way to come to khobar directly, since Saptco or the train, stops in Dammam..
Cheers!