1. How prestigious is Strategy& in the region
Very. In the ME they are in the MBB tier.
2. I have the option to be based in Dubai or Riyadh, which one should I choose?
Whever you see yourself fitting the best! Dubai is obviously much more liberal/international. Riyadh more conversative/traditional. Where will you enjoy being/living? Think cultural fit.
3. Are the exit opportunities good in this firm?
4. I read some bad reviews about the firm in Glassdoor, how accurate are those?
All reviews (good and bad) should be both considered AND taken with a grain of salt. Advice is a form of nostalgia. These are people's individual experiences. You may love the company, you may hate it. Same goes for anywhere. Importantly, remember that consulting is no joke and it will be hard!
5. What things should I consider before accepting an offer in general?
Where do you want to be in 5 years? Does this get you there?
6. How easy is it to get international assignments in the firm, do they have good programs for that?
Once you've been in the company for 1-2 years, built a good reputation, and networked, this is very do-able! You just have to be patient, hustle, and seize the opportunities when they come!