Hejaz nejd is pronounced "hay-jahz nehjd", i.e., rhyming with "say Oz pledged".
The Kingdom of the Hejaz and of the Nejd and its Dependencies.
Saudi Arabia has never been "occupied" or "dependent", so the question is inapt. Saudi Arabia was created as a result of the Nejd-Hejaz War in 1924-1925 that resulted in the conquest of Hejaz by Nejd. The Nejdi leaders, the Saud family, declared the united polity to be the Kingdom of Saudi Arabia.
Saudi Arabia was never formally colonized or turned into a protectorate, however, the Sultanate of Oman, the United Arab Emirates, Yemen, Qatar, and Kuwait (various Arabian states) were all British Protectorates. (This is different from a colony but does underlie a foreign authority and a subservient national group.) At this point, Saudi Arabia was composed of two regions Nejd (which was non-governed in this period) and Hejaz which constituted part of the Ottoman Empire. The Treaty of Versailles carved Hejaz out of the Ottoman Empire in 191 and was then conquered by Nejd in 1922. As Nejd was ruled by the Saudi royal family, they called the new Nejd-Hejaz union as Saudi Arabia.
Islam was the official religion of Saudi Arabia ever since its constitution in the 1920s (as a result of the unification war between Nejd and Hejaz). Prior to this it was the official religion of the Kingdom of Nejd from as early as records exist on the existence of an independent Nejd.
Sultanate of Nejd was created in 1902.
Sultanate of Nejd ended in 1934.
Invasion of Nejd happened in 625.
Nejd Expedition happened in 1818.
Emirate of Nejd ended in 1891.
Emirate of Nejd was created in 1824.
Since the 1920s (when Nejd conquered Hejaz to create Saudi Arabia), many people have been deported from Saudi Arabia. Please resubmit the question with more details about the the timeframe or nature of the deported persons.
Nejd Caravan Raid happened in -624.