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No one will bother.   Bahrain is very relaxed in this, much more so than other GCC countries - just don't make it obvious.  The only issues you will face are:

1) You can't sponsor your boyfriend or girlfriend for a visa - you have to be married to do that
2) Both of you won't be able to get a CPR card (identity card) without having two set of lease contracts (one in each name) or something similar - address needed to issue CPR.  Married people can have the lease contract in one name and both can have same address on the CPR

While living together is something nobody really cares about, do not ever get pregnant/give birth without being married - that is when everyone starts caring.

Thank you so much for your reply. That helps a lot!

Why live without marriage? What is the problem with marriage?

It's a personal choice and different cultures have different views on that.   Not for us to decide or prescribe.  Live and let live.  All we can do is highlight the practical issues related to this in some parts of the world.

Nothing is wrong with marriage. We just aren‘t due to today

My philosophy on the matter is to always follow the rules of the land.  When in Rome...., Because God forbids if something sours, then it will always revert back to Sharia law and you definitely do not want to be in that predicament and have to deal with Lawyers.