Fitch until recently (last last year) you could not short-check your luggage to DOH. With the 96 hour visas introduction yhis changed for holders of that visa type. Due to fecent further changes I do not know the present state but you should be able to request your luggage through checked to BKK. Just remember to ask and then check for BKK on your baggage tag as well as DOH.
Do not screw your expectations sky-high but just relax and enjoy the QR service.