From the Declaration of Ali Ahmad Ali Hamad:
20. Shortly after the outbreak of the Bosnian War in early 1992, Prince Mohammad al Fatih al Bahraini advised me that the al Qaeda leadership had issued an order that I travel to Bosnia, to participate in the jihad against the Serbs.
21. Initially, I delayed traveling to Bosnia, and Prince Mohammad al Fatih al Bahraini went ahead to Bosnia without me.
22. Shortly thereafter, Prince Mohammad al Fatih al Bahraini was killed while commanding mujahideen forces in Bosnia in an operation against the Serbs.
He also alleges that al-Qaeda used UNHCR vehicles to move troops inside Bosnia, with the assistance of the Saudi government.
I could find no corroborating source on this prince ever existing.
[Edit Feb 24 2016] Update: Additional sources found.