بسم الله الرحمن الرحيم
If it is a direct flight from Mumbai to Bahrain then you need not to wear Ihram from Mumbai. The Miqat of Bahrain people will be same as yours. You should ask them what is their Miqat from Bahrain to Jeddah rather it is better if you wear ihram from Bahrain.
Allah knows Best!
Darul Uloom Deoband
This answer was collected from the official ifta website of Darul Uloom Deoband in India.