Now a days it is not possible to transfer from Business Visit Visa to Permanent work visa therefore you have to exit the country.
It is advisable to go back to your home country and wait for the permanent visa.
If you want to go to UAE or Bahrain then you have to purchase 15-30 days tourist visa and two ticket. One genuine ticket to UAE/ Bahrain and another dummy to your home country.
Sheen Services WLL