Kevin Owens will not be traveling to Jeddah. Sources within the company, according to Dave Meltzer, claim that Owens' family asked him not to go. His friendship with Zayn is potentially another reason, and Meltzer notes that Owens, upon asking off of Super ShowDown, wasn't even questioned by WWE officials.
Dolph Ziggler will be wrestling Kofi Kingston for the WWE Championship on the show, in place of Owens, who was Kingston's intended opponent.
As for Aleister Black, who is also not attending, it apparently wasn't his decision not to go. According to Meltzer, he's being held off of the show due to the religious connotations of several of his tattoos. It's not apparent whether the Saudis told WWE that Black couldn't appear, or that WWE made the decision to hold him off themselves.