If you put in your Qatar programme number on a Cathay flight, the avios you can earn will be credited to your Qatar account automatically.
Amount of exact avios can be earned on a Cathay flight depends on the fare conditions, you shall be able to check this on Qatar website
If end up there is a missing avios, you can later submit your claim to Qatar with your boarding pass and ticket on missing avios, but not through Cathay as you have chosen to earn avios.