I also think you cannot do CPT-LHR having done OSL-DOH-CPT. The relevant rule is:
You could do OSL-DOH-CPT, CPT-DOH-HND
Just to clarify, assume below is now within the rules, I am only travelling from Europe once to CPT and returning to DOH:
OSL-xLHR-CPT-xDOH-HND-DEL-xHND-HKG-DPS-xSYD-NAN-SYD-SCL-xLHR-DOH-xMAD-OSL
EDIT: would my agent be able to book this with QR given that first flight is to LHR with BA?