Attached to this post is an example KML shapefile and Qlik Sense application which uses the administrative district boundaries to apply measures for heat mapping etc. I have also attached the data files so you can reload to test things as you need.
Amending the names of regions (and adding arabic names as they are missing from this dataset)
If you do not agree with the region names as identified through this open source data you can add your own by changing the description field (or adding another field and changing the load to include this) in the [Saudi District KML Attribute Fields.xlsx] file. This is an easy way which means you don't need to try and amend the KML file directly.
For details on other ways to create your own shapefiles please see my other posts:
Other KML examples: