The main plot of Dragon Walking Across the World revolves around a hero named Long, and the supporting role includes a female character named Tang Yan. There are also scenes depicting the hero changing clothes after killing, and the plot of the hero taking a position in Saudi Arabia.
However, because the names of novels are common and the descriptions are similar, the above is only speculation, and it is not entirely certain whether it is the novel you remember.
I hope I can help you ~ ~