Forming Arabia in HoD as Hejd

Form an allince with Hedjas to start off, wage war on Yemen or Oman and let Hedjas loose its army. Maybe try Egypt as well..just do not go for any territory with Ottoman cores. Ottomans will eventually fall out of GP status, conquer Hedjaz and all the CB's are yours. Forming Arabia is the easy bit, its doing anything with it. I have found whenever I play Nejd, Spain loves to come knocking. So any mass annexation campaign should probably be staved off until you got yourself westernised and a solid army. The deserts of Nejd and the surrounding states to give for a rather poor military population size.

I like trying to form Arabia as Egypt instead. Expect to either lose ground slowly to the Ottomans in peace treaties every 5 years or fight a difficult and painful war to cripple their military before you do though, but Egypt seems to have the population to become a great power easily with enough prestige and industry. You might need to wait 30 years or more to get those cores though, since it takes a lot of work to make Egypt into a great power. But when you do, you will have the money and soldiers needed to retake all those cores in straight order, at least if you have a big ally you can drag into the conflict with the Ottomans to take Iraq and whatever cores you gave up.