Being non resident does not exempt you from filing a tax return. Not having income arising in the uk does.

Claiming a pension means you have income arising in the uk. However, as you are non resident this should not be taxed at source. I’m assuming you have documentation from HMRC stating they regard you as non resident otherwise they will deduct tax until you formalise your status.

If your pension income is sizable ie more than your personal allowance you may need to inform HMRC of this in lieu of filing a self assessment. You need to have them agree that you do not need to file though. They may require you to depending on your circumstances.

Note that your pension won’t be index linked if you claim it while in Saudi.

Not necessarily. Your circumstances could have changed in the last year and they could be automatically sending you a return that is not needed. Calling them to confirm is the best option if in doubt. But then if they say no I’d cover myself by. Following it up with a letter saying something like “as agreed in our recent phone call with [agent’s name] I will not need to file a return for [tax year]”

As sicklyman says, except that when I phoned HMRC, I logged the date and time of the call and the name of the agent and asked them to send a letter confirming that, as long as my financial circumstances remained unchanged, I was no longer required to file a tax return. The letter arrived within a fortnight.

It’s what you pay every time you buy something in Dubai.