You Do Need power plug adapter while traveling from Cayman Islands to Saudi Arabia.

Here is Why You Need An Adapter

The outlet and plug type used in Saudi Arabia is G and in Cayman Islands are A and B. This is how they look like.

Cayman Islands

In Cayman Islands, outlets of type A and B are in use.

Type A

Type B

Saudi Arabia

In Saudi Arabia, outlets of type G are in use.

Type G