Hi Thomas,
I might sound rude, but trust me im very practical in my advise. If i am in your place i would simply pop this 3.0 Pajero to 3.8 Liter 6G75 amazing engine. The difference in switching cars would be slightly more but it will always pay you back extra when you again resale. Secondly you will have no headache of K&N sourcing, fitting, headers, exhaust noise and passing issue. Just stock 6G75 produces close to 250 hp plenty for good dunes in sweihan or in Liwa even. You current 3.0 produces 190hp if i am not wrong as its a 6G72 engine. And even if you mod with all stuff you mentioned you cant cross 210 - 220 (with chip tuning).
However if you still like to mod try Ramy in deira they have many different brands for OEM filters, Cone filters and exhaust options. But for sure with that noise level you cant get car passed unless you know someone in tasjeel.