So I have been to Dubai on multiple occasions for various ad shoots and personal film projects and have always had good experiences: Great crew, easy customs, and not many legal issues. However, there are some things that need to be kept in mind while going there for a shoot:
Any individual that wishes to shoot in Dubai needs to appoint a production company licensed in the United Arab Emirates (UAE) to obtain a shooting permit for them. Make sure you apply for the permits on time because DFTC takes up to 5 working days to grant them for non - scripted shoots, and 25 for scripted. Also if you plan to shoot at a private location make sure you confirm on the charges days before your actual shoot. Because these places tend to charge extra depending upon the demand, production requirements and clean-up or security.
If you keep in mind these factors, there is nothing as such that can cause trouble while shooting in Dubai.