Dammam for the fish. Behind Hayat Plaza is a big fish (and vegetable) market. Go early - it sells out. Haggling is expected.
Bread mixes. Have you looked in the big supermarkets in khobar? I'd try Carrefour and Tamimi as having big imported sections - but as to which section to look in...... probably health food or imported, but could be tucked in anywhere!
Importing from iherb is usually successful- tho higher value parcels are attracting a VAT component these days.