I would not expect QR to check your bags to AUH. The baggage belt is behind immigration, so that you cannot recheck it without entering Qatar.

Possible remedies:
- buy a DOH-AUH flight with QR
(actually GRU-AUH is cheaper than GRU-DOH, why did you book to DOH?)
- arrange for a hotel booking and apply for tourist visa
(can be done via QR webpage)