The issue was not in Doha, as your checked bags are "In Transit". The issue was at the Qatar Gate in DFW at departure check-in, and again, at the Qatar check-in in Johannesburg for the return flight to the USA. I forgot to get a blank copy of Qatar's, "Declaration Of Surrender OF Firearms", form #: QTR/SEC/018 REV02. I recommending requesting Qatar to email you this form so you will have it completed to hand to them at check-in. All the information they ask for on the form is a duplication of US Customs and Border Protection form #CBP Form 4457 and SA SAPS Form 525 (formerly SAPS 520). Another very important note, is make sure you check in on your return flight 24 hours prior, and let them know you are checking in Weapons. The agents in Johannesburg freaked out when they found out I was checking a weapon even though I had brough the weapon on their inbound flight. How Qatar is rated #1 airline in the world is beyond me. Love their Q-Suites though!
Check in 4 hours prior, good luck hunting, and mind the moon phases!