hi :wave:
i lived in dubai for 13 years, but i returned to the uk to study at an undergraduate level. i know some people who stayed in dubai and went to AUD, and then they had problems getting on to british postgraduate courses because some uk universities did not accept an AUD bachelor degree, but in most cases this issue can be resolved with an interview and exam. i have never heard of an AUD bachelor degree not getting accepted in the states, and i dont know about the rest of europe.
different countries have different requirements, and different colleges/universities in each country can have different requirements too, so you really need to check the websites for the different places you want to study.
in the uk, the cost will be approx £8500-10000 for the fees (more if you want to study an MBA). you also need the same amount again for living costs to cover rent, food, clothing etc. most uk universities can be applied to directly for postgraduate courses, so you dont need to go through 'ucas' as you normally would do for an undergraduate course.
it would be a good idea to visit the uk during the summer (august/september) and attend several open days for the universites you are interested in. they can provide a lot more info and you will also get a much better idea about the quality of the university. in the uk there are some very good and some very bad universities, make sure you choose a good one.