Amazon GuardDuty is now available in the AWS Middle East (Bahrain) region. You can now continuously monitor and detect security threats in the Middle East (Bahrain) region to help protect your AWS accounts and workloads. 

from Recent Announcements https://aws.amazon.com/about-aws/whats-new/2019/09/amazon-guardduty-now-available-in-aws-middle-east-bahrain-region/