sponsor's approval is required just in KSA, not in Qatar, to my knowledge.
just think well before taking such step. it's a big world out there, and being alone it's not very easy. being 18 (or 21), without some skills to make a living and alone is much, much, harder.
so, use the time to get some practical skills to help you make a living. learn to cook well, for example, learn one or more languages, or any other thing that might help. this will be useful in life even if you don't hit the road :)