I did this today, albeit on two QR tickets, flying PHL-DOH on one and DOH-NBO on the other. No issues at all. When I checked in at PHL, I explained to the agent that I had a separate DOH-NBO reservation, and she expressed a willingness to link the reservations if I was checking bags; I was not, so there was no reason. When I landed at DOH, I went through transit security to enter the departures area, but I was not asked to show an onward boarding pass until I needed it to access the lounge.