The Saudi Media Group bid to buy Chelsea has failed to make the final shortlist, according to British media reports on Thursday. The Saudi consortium were one of a host of bidders attempting to buy the troubled Premier League club from Russia owner Roman Abramovich. The Raine Group, handling the sale after Abramovich’s assets were frozen by the British Government following Russia’s invasion of Ukraine, has started informing prospective buyers of the status on their offers. The Saudis, whose consortium was fronted by Blues fan Mohamed Al Khereiji, are reportedly the first to be told their bid f…