Just to follow up;

The delightful agents at the Al Safwa desk at HIA were happy to tag my luggage through to LGW (QR-EK) but no boarding pass.

The delightful agents at First Class desk in LHR were happy to tag my luggage through to DOH (EK-QR) with boarding passes.

These were two tickets on separate PNR.

The tickets were both award tickets and the EK ticket was obtained using QF points but with EK flight numbers.