Don't know about Qatar, here's one view of VPN use in the UAE:
Don't use a VPN in United Arab Emirates – unless you wanna risk jail and a $545,000 fine
Arab monarchy tries to slam door on privacy tools
By Iain Thomson in San Francisco 28 Jul 2016 at 20:54
A royal edict from the president of the United Arab Emirates (UAE) may have effectively made it illegal for anyone in the country to use a VPN or secure proxy service.
Those caught could face jail time and fines of between 500,000 and 2,000,000 UAE dirham (US$136,130 and $544,521). The change was announced this week by the UAE President His Highness Sheikh Khalifa bin Zayed Al Nahyan in a proclamation that amended federal laws.
https://www.theregister.co.uk/2016/0...ace_544k_fine/