I am a British citizen.. I want to marry Sudanese person living in Saudi Arabia.. is there any way to marry him while he is there? e.g. marriage by proxy.. if so.. can he get a permanent uk visa after that?

No, you cannot apply spouse visa for the person you have never met in person, plus marriage in term of immigration means legal status of your spouse. All you have to do is go to Saudi Arabia, get married, and file a petition for spouse visa.