I just did an I to I yesterday on a milage run on Saudia. I took the (DXB)>JED > DEL flight and wanted to return on the same plane that flew in DEL > JED>(CMN) SV758 to SV759
Everyone here is right about the DT. They will not accept anything except a counter printed ticket with DT either handwritten or already on the ticket. Saudia did not have anyone at either of the transfer desks, so they ended up calling a Saudia agent who then came out with the proper tickets to meet me just to be last on the plane back to Jeddah. I did not have a visa either. You are taking a chance going through DEL if they don't have a transfer desk presence is all I can say that I learned. (I did apply for a visa just in case about 15 hours earlier and right as the plane started getting out from the jetway, the visa was approved, go figure.)
I also had Indian security waiting for me at the gate just before I got on asking why I was taking the plane I just flew on back to Jeddah and I just said milage run, crazy American stuff and I was good to go.