From 2018 onwards Bahrain accepts apostille so Bahrain embassy attestation is not compulsory . Still Bahrain embassy provides an option to get embassy attestation after MEA attestation.

Education documents:

• PROCESS 1:
  State Education Department (HRD/GAD/Regional Attestation Centre) Attestation of concerned state
  Attestation from Ministry of External Affairs (MEA)
  Attestation from the Embassy of Bahrain/Bahrain consulate on Translation and original document both.
• Process 2:
  State Education Department (HRD/GAD/Regional Attestation Centre) Attestation of concerned state
  Apostille  from Ministry of External Affairs.

Non-Educational Certificate 

• PROCESS 1:
  State Home Department Attestation of respective state
  Attestation from Ministry of External Affairs (MEA)
  Attestation from the Embassy of Bahrain / Bahrain consulate on Translation and original document both.
• PROCESS 2:
  State Home Department Attestation of respective state or SDM 
  Apostille  from Ministry of External Affairs.
  Or
• PROCESS 2 (Case Specific):
  Attestation from Maharashtra Home Department
  Attestation from Ministry of External Affairs (MEA)
  Attestation from the Embassy of Bahrain/Bahrain consulate on Translation and original document both.
  Or
• PROCESS 3 (Case Specific):
  Attestation from Sub Divisional Magistrate (SDM), New Delhi
  Attestation from Ministry of External Affairs (MEA)
  Attestation from the Embassy of Bahrain/ Bahrain consulate on Translation and original document both.