I have recently received an Australian student visa from Pakistan and now I want to travel through Oman Air. It's a connected flight with two stops, one in Muscat and the next one in Abu Dhabi. I have contacted a few travel agents to book the ticket but they are telling me that there is a possibility that the airline won't let me board the plane in Muscat because I have an electronic visa and not a stamp or sticker on my passport of my student visa. Is there a risk in travelling through this flight on an electronic Australian student visa?
Your travel agent is very confused.
Australia has not issued physical visas for several years - everything is electronic. Whilst it was previously possible to request a physical visa in your passport at an additional cost, even this option has now been removed by the Australian Government.
The airlines have the ability to check your visa electronically at the time of check-in, and will be able to see that you have a suitable visa, and in particular see that you have a visa that does not require a return ticket.
Edihad (who fly the leg your travel agent is apparently worried about) have been flying to Australia for many years will definitely be able to carry out this check.
As a backup it would be worth carrying a print-out of your Visa details, either from the approval email or from the Australian Governments visa site, although this should not be needed.
Electronic visas are acceptable for boarding, as long as you check in with the travel document used to issue the Visa.
While some around here insist APIS (APP in Australia's case) is just an elaborate smoke screen, the details you enter are in fact checked, including your visa status.
This is documented by the Australian Border Force: Advance Passenger Processing