Saudi Arabia, including Al Hada, has significantly improved in terms of safety for female travelers in recent years. The country has implemented laws and services emphasizing the protection and rights of women, especially tourists. Al Hada, being a popular tourist location, has a well-functioning security system. However, it's essential to respect local customs, especially regarding dress code. Moreover, emergency services are responsive, and the locals are generally friendly and willing to help. Always being cautious and aware of your surroundings is advised.