Travel from the UAE to Lithuania by car

I have been traveling around Asia with my family for the past couple of years, and now we are thinking of a plan to get back to Europe.

The idea was to end the journey in Dubai, then fly to Lithuania. However, my friend started talking about Dubai auction, where one apparently can get cars at ridiculously cheap prices. The biggest problem and cost is obviously shipping, but this is where being on the ground would be a huge advantage, as I could just pick up the car and be on my way. It would also serve as a great addition to an already awesome trip, as driving by car I could visit/see many more places.

However, I am not sure if it would be possible to drive a car back to Europe (in the end, I would register it in Lithuania most likely), and if possible how much of a hassle that would be crossing all the borders. I can't get a Google Maps route to go by ferry, but let's pretend that I teleport to Bandar Abbas...

I would be crossing (please advise if some of the crossings are a 'bad idea'): UAE (by ferry) -> Iran (transit visa) -> Turkey (visa-free entry for 90 days) -> Bulgaria (EU) -> Romania (EU) -> Hungary (Schengen) -> anything really, as there would be no crossing of hard borders. So far I would only need a visa for Iran.

The trip can take months, I am not limited by time. Is it possible to drive a car bought in Dubai from the UAE to Lithuania?

EDIT: Chat as per Mark's suggestion