Thanks to both for your replies.
Yep, it looks like I won't be able to rely on EY for most of my leisure travel, though maybe the investment in AZ will generate more options on that front over time. It looks like QR will be a good go-to option for most destinations, or KL for Europe - wish they weren't split across two alliances!
I do expect to be in AD for a while, so I'll definitely look into a card or two that will help earn miles either on EY or others.
That's interesting about redemption based on distance rather than general areas - hadn't realized that. What's your opinion of the best use of EY miles and EY program membership generally?
It sounds like I should also look into taking leisure flights out of DXB (in addition to AUH) in order to increase my options and keep prices down. I understand that it's relatively easy to get from one to the other on dedicated buses?