Why are you replying to me and not the OP? Be careful when posting that you are responding to the correct person.
Also, I know all this about roaming, but that is not what the OP is actually asking. They have bought an iPhone that is on T-Mobile that is locked to T-Mobile and which they thought was unlocked and would work with local sim cards in their country. However, the only way to purchase an unlocked iPhone is directly from an Apple store.
The only way that the OP can use that T-Mobile phone with local sim cards is to contact T-Mobile directly and get the phone unlocked. I very much doubt that they want to use the phone with international roaming charges, so to be able to use a local sim, they need to contact T-Mobile to unlock the phone so that they can use it in Saudi as intended.