Hiya Christian,
Here goes a mammoth post. Read some great articles by Erik tat were published in the ARAMCO magazine, especially about sharks, they are available on line.
As far as I know the waters round Jeddah are not deep, but then again decent, up to date charts are not availalble. Deepest waters I have encountered in the immediate vicinity are around the Ms Mary reef, location of at least 4 wrecks, with the 5th, apparently of the reef's namesake, lying below 60m. This was the one place sharks could be guaranteed, silkies in particular. I do not know what the max depth here is (at 60 all you can see is deep blue) but would hazard a guess at below 100m. I say was as the area is now off limits since a certain dive operator was rumoured to have killed at least 1 silky.
Yenbu is a whole different ballgame. I have heard the water there is well in excess of 300m deep, though again would love to have this verified. We tend to dive approx 15nm from the industrial port, my favouite site being Abu Qalawa (father of the lagoon) which has a '7 mile' reef, a beautiful lagoon at one end withg a drop off a 30m that descends to approx 100m. I was diving this reef on Thursday & Friday (instead of the anticipated Umm Lujj). First dive thurs saw 3 silver tips and 4 grey reefs. First dive friday saw 8 hammerheads at 40 and below following the clear leader which was easily 3m+, I avoided the 2 grey and 2 silkies on the ascent and ran into a pack (or is it school) of barracuda, at least 150 and large!
My favourite dive stes here are in the north as it seems to avoid most of the pollution. Other than Jeddah and Yenbu the coast is sparsely populated. Haql and Magna have apparently excxellent diving but I have yet to make it there - dive tourism outside the main centres is very difficult to sort out, even spekaing Arabic, harder still if one has a lady as a dive buddy! Saudi's time as a major cwentre for dive tourism is someway off, but once it kicks in I strongly recemmend it
Every time I go boat diving up north I have very high preconceptions despite telling myself this is a surefire route to disappointment, I have yet to return in any other state than blissful elation!