is it possible to go to any county after ur final exit

Yes, you can provided you have the necessary permissions and documentation (visa / tickets etc) to go to a different destination.

As HRGuru said, if you have visa and related, you can go anywhere.

The answer is yes, but there could be two problems:

a) While applying for a visa, your employer issues a letter in the name of high commission, certifying your salary and job status meaning you have enough ties and commitment to return back to Saudi after your annual leave. In case of final exit  your employer may not issue such letter.

b) Under employment contract of most employers, the company offer a one way ticket to your home country ( or the country of hiring) .  Your travel agent may not agree to convert this ticket even if you agree to pay the difference.

But I already have a visa to another country..

Hello Dina,

Getting a visa to EU, UK, Canada or USA is only half the story.

Once the immigration officer upon your arrival at embarking airport notices that you have final exit from Saudi Arabia, in his books you are a typical case of 'slipping in' after your visit / tourist visa expires.

After all, it is not natural for some body to celebrate by going on holidays upon loosing his job, one is expected to look for a new one.

OP lost her job ?

Even if she didn't no harm for her to go and celebrate.

Also immigration officers don't know whether a person has exit visa or not from KSA.

Yes it is very possible