Never lived in either place, but have spent lots of time in both places.
Bahrain is one of my favourite places anywhere in the world.....I always felt safe and locals I met were always friendly, unlike their cousins from across the causeway.
In Doha I felt safe enough, but I do prefer Bahrain.....
I hear that things are improving greatly in Doha, more things to do now....
That is just my humble opinion.
Take care,