Hi Mayank
the lack of accessories in the UAE is shocking, for headlamps and tail lights visit AEV in Al Quoz, 04 330 7152, there is also a place just off SZR,take the exit on the sharjah side that will see you go past the VW dealer, turn left there and get over to the right hand side then take first right and go straight and you will see it in front of you i cant remember the name of it.
apart from that you need to bring from the US which is expensive.
let me know how you got on.
cheers
Big Pete