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It depends on the specific airlines, not the alliances. And it is further complicated by the fact that on separate tickets (which you have) the airlines are not obligated to tag bags through, even where they have the appropriate agreements to do so. The good news is that Qatar Airways, SAS and Lufthansa all participate in the necessary interline agreements to allow for the bags to be checked through. But that doesn't mean they definitely will. My guess is that LH will not check the bag through on the outbound and that QR likely will on the inbound.

Assuming no through-check you have the process correct. You claim the bag, clear customs and then proceed to the check-in counter to drop it again.

Assuming flights are on time you have plenty of time to claim and recheck.