Thank you all who suggested me to fly direct on the air india flight to Jeddah. Please find my trip report on the same.
This was my first time in Air India on any international trip, and I was pretty excited for my first "first" class trip.
DEL-JED
Right even before the trip started, I called up Air India to enquire about their limo services for first class passengers, although there was no wait time to connect to a human the person at the other end of the line took a good 5 minutes before committing to call back after 15 mins, and confirmed all my PNR details. Well the call never came, I wasn't really surprised with my previous AI call center experience if they do not know the answer then, they wouldn't know it at all.
At the airport
Check-in: Check in was fast, efficient and well co-ordinated. There was no one at the first class counter, and the check in agent was polite and efficient. She handed over my passport and lounge card to another female representative, my hand bag was taken by a porter and we walked towards immigration. Even my immigration form was filled in by the representative. I admit I was feeling a little pampered, with two people escorting me everywhere.
Lounge: Post immigration, Air India used the Plaza Premium Lounge on the 2nd floor. The lounge had only two more other passengers, I had a beer and got busy on my laptop and before long a porter and representative were there to escort me to my flight.
The Flight: AI was flying the Boeing 777-300er on this route, with lie flight beds in F class. After setlling in i had a look around, I was the only passenger in first class, and there were about 8 people in J, while Y was fully sold out with most people going for Umrah pilgrimage. I was offered a bottle of water, a choice of juice and an amenity kit while on the ground. The choice of food was pretty decent

I had the vegeterian shama which tasted amazing. I wasn't offered any wine or alcohol, not that I was in mood for one and I settled with a coffee and a movie. The inflight entertainment system reminded me of some old computer system with trying to navigate the mouse across the screen without a touch pad. After a while I decided to give the bed a try, so put on some soothing music, asked them to switch off all lights and made my bed flat, and fell asleep only to be woken at landing. The service was professional although it could be a little more friendly and warm with a smile.
On landing disembarked from the front door, onto a bus which was carrying everyone without a umrah visa. Jeddah has not separate immigration for business or first class, hell they actually made me go back of the line as it was my first time there and their crappy system would take ages for getting a finger print.
JED-DEL
At the airport
Check-in: No separate line for executive or first, actually a lot of chaos with some passangers trying to cut lines and not knowing where to stand. I approached a check-in agent and told him I was flying First and he immediately checked my luggage in and gave me a boarding pass with a printout for lounge access.
Lounge: Post immigration, I proceeded to the First Class Lounge, where they told me Air India has stopped using the lounge, and that I would need to go to a restaurant nearby which they are currently using as a lounge. I was pretty disappointed as the lounge looked great and I was now to sit out amongst crying children for the next hour. I settled near the boarding gate, and was one of the first to board.
The Flight: The return flight was flying in from BOM and again I was the only passenger in first and this time the executive class was also empty. Saudi Arabia does not allow alcohol hence wasn't offered one, but was again offered a choice of juice, water and amenity kit. I asked them to serve me dinner as soon as possible as I would like to get to sleep immediately. Surprisingly there was no food choice for me, it was either veg biryani or non veg biryani, no dessert, I was too tired to even think about it, and decided to eat whatever was there which was pretty much nothing

and then went to bed. The service was much better on this flight with everyone smiling. I woke up with the captain announcing the descent to Delhi. When i went to freshen up there was a toot brush there already for me,

as soon as i got out, I was given water and asked what I would like tea or coffee. I had a cup of tea and before long we landed at Delhi.
As soon as I stepped out of the aero bridge there were two people waiting to greet me - an airline representative and a porter. I breezed through immigration and the porter collected all my bags, (some were unusually late) and then they both escorted me to the parking area where my car was waiting for me.
Since this is my only first class experience on an international airline I cannot compare it with other services, however I was overall happy, although the lack of lounge at Jeddah and poor food on the return leg left the entire experience with a bad after taste.
PS. One of the funniest images that I would carry is the one where they tell the passengers how to use a toilet in detail.
Some more pics from the flight: