Hi Gas, Electrical issues are the most difficult and expensive to fix (IMHO). To start with, first of all lets just spend some time and make sure all relays and fuses are intact and not faulty. Then check for any visible loose cabling overall and make sure to secure them nicely to eliminate many issues.
1. Central Lock is not working
Looks like central lock device is gone bad as per the year of car, its the most easiest fix to get another central lock from 150 dhs onwards from any accessories shops in deira, shj or wherever you like.
2. Driver's Side Window not moving (Neither up Nor Down)
Open the inside the flap by sitting down on floor so that you can see those hidden screws. And then check the connections at the motor. If connections are fine, then try to power it externally to see if motor is bad or the circuit at control switch is bad. Either of two needs some love.
3. Passengers Side Windows could be slide down from Driver's Control but could not be closed up unless from Passenger control buttons
Clear issue of control switch is bad, to add on this why not open the whole window control unit and check the circuits first and then proceed further with indications.
4. While Off-roading Radio (CD) cuts off from time to time mainly when hitting a dune or a hump...
All i can say it has loose connection, probably (not sure though) at the radio power supply, pull it out and see if wires at back is completely secured.
While doing this, its worth checking the connection at battery itself and cleaning its terminal 100% with hot water so that main terminal connection is good.
Also check for earth wire is in place or not, as most of things you mentioned could be because of faulty earth wire or loose battery cable. Good luck and before you spend money make sure you are spending in right direction, not changing kidneys or lever for headache. lol.