Keep in mind, he's in Dubai. Nothing there is free (except sand)! And just about everything is imported. I think even sand is imported (or more accurately moved from one place to another)!
I would just suggest the general as above, whatever you can get your hands on, go for it. Likely nothing will be cheap, but something like wood chips is nice because it will help act more as a sponge to hopefully counteract the sand below.
Look for any kind of yard waste from neighbors, calling up tree services that service public roads or the hotels around there (Atlantis etc seems to have decent greenery). Even local stuff (though still likely imported, but maybe not as far and cheaper) like palm fronds may work well enough.
Chipping is nice if you can get access to a chipper, but otherwise sticks you can build a hugelkultur bed with logs/sticks in the middle and adding whatever you can on top. The more you can grow, the more yard waste you'll produce and hopefully turn into your own mulch.
Dubai has access to anything you could think of, it's probably the most central port city around for world trade. But since nothing is really there locally, it all comes at a price.
I'm sure OP knows that better than any of us, but best would be to see what is cheap enough relatively, then see if it will stay around, leeching all your good compost etc into the sand may ultimately just not be worth it.
Another alternative is to grow everything in pots and potting mix as you'll have to buy less material likely. Until you can start producing your own yard waste factory.