Are cookie walls allowed in Bahrain?

No. Under Bahrain's PDPL, consent is void where the banner obliges the visitor to accept before they can browse. Blocking the site until the visitor agrees does not produce valid consent, so in Bahrain a cookie wall is not just discouraged: the consent it collects does not count.

The banner can still ask, and the visitor can still accept. What it cannot do is make browsing conditional on accepting non-essential cookies: a visitor who refuses, or does not answer, keeps using the site.