I advice you to stay in Malaysia if you are getting normal doctor salaries there. Malaysian living cost is very cheap compared with Qatar living cost. You cannot enjoy the same living style here even you pay QR 10K per month... so don't look at your high Salary (which is not high for here.. compared with living cost), furthermore you will not get Malaysian life style and environment here. Basically dry Qatar is a dry (desert) country, very small too (Doha will be just a part of KL).

Anyway- I don't mean that I discourage you, best idea will be to come here for a short visit, see yourself and decide. I don't think it will be difficult for you.
Learn by experience, feel yourself, do yourself- you will be closer to reality- than just listening others.