@Emil for the flag there is one shop in EB section of dragon Mart near the exit which is a dune buggy shop. That's the only one that has the flag. It costs AED 10 for the 1.5 m and AED 15 for the 2.5m
Opposite that shop is a hardware shop where you can buy the yellow suction clamp to fix the flag on to your rear side window.
Regarding the radio you would find plenty of shops in the B section of dragon Mart. Preferably buy the Motorola unit. Costs about AED 160
You can get a deflator and Tyre gauge in the main aile of dragon Mart hardware section. Preferably buy the simple spring type pressure gauge and not the dial gauge type. Should cost you AED 5 each.
For a shovel, the best we have found is in Sharjah Industrial Area (Chor Bazar) where you get metal shovels with a steel grip handle and pointed 'V' shape shovel for AED 10-15. Location is in the below link
https://goo.gl/maps/xnECJgp7XoJ2
The above should get you all geared up for your first adventure in the desert.