Hey Vanne,
Just checked the usual online adverts for the UAE (Dubizzle, Souq.com & autotrader.uae) and the pickings are indeed slim!
I sold my 2.8 Silver Auto when I left Abu Dhabi in 2009 to a colleague who may still have it...he wasn't that much of a Z3 afficianado so he might be interested in selling it. I can provide you with some contact details if you PM me and let me know?
Remember that you can only have LHD drive cars in the UAE. I'd recommend importing a car from Japan (that's where the one shown above originated from) and again I can give you the contact details for a New Zealander who works out of Japan who sourced my Coupe for the UK. He's a good guy and found me an absolutely superb example.
I loved driving the Coupe in UAE as its better than a roadster (there are 18 of them up for sale in Dubizzle) as the weather is pretty inclement for 8 months of the year mainly because the temperature is rarely lower than 40 degrees centigrade!.
my current Z3 1998 here in New Zealand, ill be on the lookout for a Z3 coupe... 
