Upvote:2
To reclaim your baggage you’ll need to clear Immigration; to do that you’ll need a transit visa.
From Timatic https://www.timaticweb2.com/integration/external?ref=d975cfc59f5c0abd06d16e872198110b&clear=true:
“Visa required.
Transiting without a visa is possible for:
Passengers transiting through Dammam (DMM), Jeddah (JED) or Riyadh (RUH) with a confirmed onward ticket for a flight to a third country within 12 hours. They must stay in the international transit area of the airport and have documents required for the next destination.
Only one transit stop-over in Saudi Arabia is permitted.”