how do they make the white sauce for halal?!

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Your question is VERRRRRY vague. Halal food is to muslims what kosher is to jews. Halal just means "lawful" to muslim law. It is NOT a type of food. There are about 48 countries that are mainly muslim. They all have there own different ethnic foods.
What type of food and from what country are you looking for?
I'm Persian and the only white sauce we have is called "kashk" it is a sour sauce made from whey.
We eat yougurt as a side dish not a sauce.

There are a couple of things I can think of in Middle Eastern food...

1) Tahini is a paste or sauce made from sesame seeds. Falafel joints might put a thin tahini-based sauce on sandwiches.

2) I noticed yogurt all over the place in Persian food -- in drinks, as sauces on meat, etc.

Labneh? Essentially yogurt that's so thick it's like cream cheese.
Jameed? Really sour fermented sheep/goat yogurt used in sauces/soups.
Tzatziki? It's Greek, but it's just yogurt, dill and cucumbers.