Hey River,
I'm a European metal head living in Bahrain for a few months at this stage. There's not many places to get some decent metal here in Bahrain that i've found but there are one or two -

Rock Bottom - Resident Band, Hip 2 Soul, Not really a rock band but they do throw in the odd RATM or Metallica song

Rocking Z's - The best i've found so far, Live resident band, cant remember what they are called name but they're quite good. In the Al Bustan hotel (just tell any taxi driver you want to go to JJ's Bar, its in the same building)

Enigma - I havent been here yet but I hear its a rock/metal place.

There's also a hard rock cafe about somewhere but you know how they are.

If you want any more information feel free to send me a private message or I will reply here.