Originally Posted by
danger
... realised (I think) that my itinerary only has one intercontinental arrival (MPM-DOH) and one intercontinental departure (DOH-GRU), as DOH, CMN and CPH are all in the one continent.
Yes your thinking is correct. CPH and DOH are both obviously in the continent of Europe/Middle East. CMN is there by definition (The Europe zone of the continent is defined to include Algeria, Morocco and Tunisia.)
(Incidentally, as noted above, AA priced it without issue.)

AA priced it, but you are talking to a QF agent?
Edited to add:
FWIW my last DONE was very similar to your itinerary:
CPT-JNB-xDOH-EZE...BKK-xDOH-CMN-DOH-OSL-xDOH-NBO
So 4 times through DOH (I know the airport quite well now

)