ENTER BAHRAIN CAUSEWAY EXIT VIA KING KHALID INTERNATIONAL AIRPORT

Dear Sir,
Me and my family have a resident visa of Bahrain, and i received a multiple family visit visa to Saudi Arabia from my father, who is working in Saudi Arabia in Riyadh. My question, is it possible for me and my family enter first time through Bahrain causeway and return via King Khalid International air port, Riyadh. Please give me your guidance and suggestions. Going by road and return by air. I am an Indian national.

Regards
Shajahan

Depends on what the visa says.  If it says entry via air, then you have to do the first time entry via air.  Subsequent entries can be via land - although they have started stopping that too.