Cheers, Patrice — I hope they may be of use in constructing scenarios.
Speaking of which, here’s an unusual one, departing from the normal Urban/Space/Jungle settings, trading guns and (mostly) fisticuffs for scimitars: Columbia’s “The Desert Hawk”, 1944. Serial Squadron has restored this one on DVD, and also uploaded the first few chapters (so far) on youtube.
Harry Cohn’s insistence on retaining and recycling sets, props, and costumes meant that even their low-budget serials could have a more lavish look than normal for these kinds of things.
Dare I suggest there might be inspiration for Burning Sands in there? 
It’s more Arabian Nights than Conan, though Howard certainly imported elements of the former into the latter; think Oriental Tales/Magic Carpet, rather than Weird Tales. Too bad the offshoot folded so soon — Howard (among others) wrote some good stories for it.
Don’t expect actual flying carpets, though — serial budgets wouldn’t allow for those, or much in the way of “magic” effects at all. You’ll have to add those yourself.
(Though later chapters introduce — Tolkien fans note — a “Gray Wizard”! 
).