You will have to activate international roaming. Some times they ask for a deposit. You have to call customer care or visit a Vodafone shop. You can easily get a Bahrain SIM. Some times at the departure gate, you will see some counter who provide international SIM. Ask them for Bahrain SIM. It should be free (VIVA). read more
Even if you can, you would have to activate international roaming with vodafone in india. Probably a package monthly or weekly to receive calls. Probably the best option is to activate and receive the missed call and call back from bahrain sim or skype or hala. read more
If you lose your Vodafone mobile phone or SIM card while Roaming, call Vodafone Care immediately Voicemail Your callers can leave you voice messages, and you can check them on the move, from any of the locations supporting Vodafone Roaming worldwide. read more