Can I go other gcc counters without Saudi exit paper for jobs

can I go other gcc counters without exit paper of Saudi

Is it legal to exit without proper documentation?

Not clear what you are asking.  To exit Saudi, you need exit re-entry visa.  To exit Saudi for good, you need a final exit.  Immigration will not led you board the plane without it.

I dont think you can,
cuz all GCC countries issue you visa while you are with IQAMA, if you go on final exit thn there is big NO.