The Netherlands
It is Holland.
It's something like "The Tales of Thousand and One Night" "One Thousand and One Arabian Nights" aka The tales of Scheherazade.
Iberian Peninsula.
Qatar is the only country that begins with the letter Q. The U.S. has never fought Qatar.
United Arab Emirates
Oman
I believe it's Oman. Just off the top of my head.
Oman is the only country around the Persian Gulf that starts with the letter "o".
Uganda is a country located in east Africa.
Angola is.
Turkey
Aden or Aqaba
Tuvalu is an island country in the Pacific Ocean. It is located between Australia and Hawaii.
Liechtenstein is a small country in the Alps. It is located between Austria and Switzerland.
Arabian fits your criteria.
That would be the Arabian desert.