Chateau De Sable , they are in the Al Wahda Mall in Abu Dhabi , but have an online shop too. Have a look at the e boutique. Their dresses are quite classic & ideal for the UAE.
http://www.chateaudesable.com/
I don't think its finding a dress that costs £££££ , its finding a dress thats just right.
I'm just trying to think of other stores or shops that I know are in the UAE, that are not typical UK high St stuff.