Something very unique to this part of the world is just how fine the particles of sand are in the air.
As someone who spent a lot of time looking into with "pre-filters", I can honestly say your best bet is to change the air filter regularly. In my case, it's every 5,000 km/3,000 miles. Anything beyond that, and you'll notice dust has already settled into your zip tube going to the throttle body.
Often, shops here will pull the air filter out, blow it out with compressed air and put it back in; the absolute worst thing you could ever do. No matter what you do, you will never get all the dust in the filter out, you simply loosen it. Blowing compressed air into it will only create smaller pores in the filter material, which will do you no good either. So the moment that engine fires up after a fresh oil change, the first thing going into the engine is going to be all the dust in the air filter loosened up with compressed air. Filters are cheap, some barely costing $30. They're worth the investment, and the time to replace. As is engine oil.
As far as pre-filters go, going back in time, German build tanks had filters using oil, known as an oil bath filter system used for many years even going back further. Some Mercedes-Benz diesels had a similar setup in the 1970s, where there is a non-replaceable mesh filter that percolates air through oil. It was messy, but effective. Given today's EFI systems with different sensors, I was reluctant to try this out on a system equipped with a MAF sensor, as well as the lack of space under the hood for a set up like this.
Although it may be a more viable option for the OP's diesel vehicle, despite being simple, it isn't going to be straightforward and may also cost a pretty decent penny, given lack of local resources. The OP's biggest drawback is the vague terms and conditions covering new vehicle warranties in the Middle East.
Unlike the United States, dealers can refuse warranty coverage for doing oil changes outside the dealership to installing aftermarket components (including air induction kits), even going as far as messing with the suspension or brakes. Given this isn't exactly a free market, you have no other dealerships you can go to; there's only one authorized distributor for any given brand in the country - i.e. a monopoly. The local Toyota dealership here, for instance, does not service any Toyota or Lexus vehicle not imported by them. Nothing much you can do, you just move on.