Christianity does exist here, it's just not a big deal. Like, not the official Roman church. I'm just wanting to know about some alternate religions for Arabia...
My personal opinion is that, Arabia itself will remain traditional Arab faith with Jewish minorities as the most major faction into the Middle Ages. The Arab tribesmen, from my previous discussions, develops an affection for polytheism and abstraction of polytheism, that occurred in India with Hinduism. Such will occur in Arabia, but with additions of Christianity and powerful monasteries in the desert, Jewish tribes, Manichaen merchants and possibly in the future, Buddhism in the south of Arabia. However, Arabia likely remains predominantly Arab traditional faith and on the fringe of many different religious worlds of both the east, west and Iran.
Mind you, up until Islam, Arabs south of the Ghassanids-Lakhmids, had had contact with Christianity and Manichaeism for nearly 500 years and 300 years, neither held any amount of sway in Arabia. Tribes in the Najd region resisted Islam for decades in the time of Muhammad and quickly turned to other forms of Islam or outright apostasy during the Abbasid Caliphate. Tribes in the Nejd as late as 1745 were reported worshipping trees, rocks and idols of various gods. Islam thus even with all of its pro Arab tendencies, was still having issues grappling with traditional Arab faiths. The same holds true for many other regions of Arabia which continued a light resistance of Islam into the modern era.
It should also be known, the Arab tribes of the south was were the power in Arabia rested, by the 7th century. Northern tribes such as the Ghassanids and Lakhmids, were ignored by the conglomerations to the south, who had fearsome warriors devoted to gods and goddesses as well as to an extremely complex system of hierarchy and tribe. As was shown with the Islamic conquests, the Northern Christian Arab states were no match for their brethren to the south and duly admitted so, seeking refuge with their masters.
Another point, Arab paganism was not basic in its theology. The theology was in fact somewhat advanced for the time and very stratified. In some ways, it was more complex than Babylonian paganism for instance. Further, it is agreed upon by many scholars, that the sin of the Arabs was not polytheism necessarily, but the idea of intermediates. Arab tribes believed principally that their gods in some ways, were representations of different and higher gods or a god... Not to mention, the extreme association between Arabs and religion, where the religion was simply an outpouring of Arab spirit and the security pact. Islam was no different, which is why Islam was the only religion to come close to grasping all Arabs.