1. can i opt out of these if they can't booked me a complete flight from Manila to final destination?

2. Will i be held liable for breach of contract if i choose to discontinue my trip?

3. Will my agency give back my documents such as Passport, Authenticated docs, Medical results?

I assume you are a girl because your username is "doraimond" and not "deigomond"... it's like "Barbie" and "Ken"... anyway, if you are unsure and/or feel unsafe to travel, it is your rights to ask for humanly comfortable and safer travel... but at the same time, it is also the rights of the employer to arrange your travel by their own means - as long as it is safe and humanly comfortably...

I pointed-out your gender, kasi sa Saudi Arabia, malaking factor ang gender lalo sa pagtra-travel... and again, kung babae ka, you have the rights to ask doon sa mas alam mo na magiging safe ang pag-travel mo... but again, your employer may still insist their arrangements... at dito na papasok 'yung pangatlo mong inquiry↓↓↓..
>> SALAMAT sa reply. I apologize i did not mention that i am a male .

No... according na din sa kontrata mo, (and this is standard) that the employer should provide you free of travel expenses from your origin of employment to your job site - and vice versa (during your vacation or final exit)... kung hindi ka agree sa travel arrangement sa 'yo, you can withdraw your application on that ground... it is not considered as breach of contract dahil sa hindi naman nakapaloob sa kontrata mo 'yung detalye kung paano ka makakarating doon... and you can terminate the contract for not agreeing on their travel arrangements...
>> At the moment i am waiting for them to terminate the contract, is this right? Ok lang ba na ako ang mag initiate ng termination o withdrawal? At the moment, wala pa kc reply sa request ko eh.

It is still your rights as second party... baliktarin natin ang situasyon... halimbawa kung hinihingi mo namang travel arrangement sa employer ay hindi nila apprubahan at i-cancel nila ang iyong employment because of that, hindi din naman natin sila maiku-consider na nag-breach ng contract... it just only a matter of disagreeing a specific arrangement na allowed naman ang first at second party na mag-agree o mag-disagree..
>> i will email them bukas and tell them that i prefer to have a connecting flight instead of travelling via bus. Ang sabi kc ng agency ko, by December pa daw ang available na connecting flight kaya nga pinag bubus na lang ako. If negative ang reply nila sa request ko, i can cancel/terminate/withdraw/ from this job?

For withdrawal or cancellation of your application, of course, the agency must return all your documents... ano naman ang gagawin nila doon? and besides, those are still your properties (lalo na 'yung mga orginal documents gaya ng passport at authenticated documents)...

>> What if they will not return it ? Whats my next step?