Help..

I think you need to seek an advise from the Philippine Embassy Bahrain so they can guide you exactly what you have to do.  Do not give your resignation until you talk to them so you will not make mistake because there are process that you need to do first in order for you not to face any problem with your sponsor

I did already.They tried to call my agency in the phils but no response,as well as our company here.

No contract, sponsor outside the country, 4 months since arriving, want to leave ... This is going to be tough. You will have to continue to work with your embassy on this matter. They will be able to provide you the guidance and protection necessary to resolve your matter.

To answer some of your questions:
You will have to formally resign from your job.
You will require your passport (hope you have this with you)
Cancellation of your residence permit (if one exists)
Purchasing a ticket - you may be asked to pay for this.

If you do not have a residence permit, then there may be certain fines that will have to be paid to the immigration authorities.

Your embassy should assist you with sorting this out.