We held a halloween party last year and asked the same question and finally found somewhere....apologies but my directions are terrible more used to driving there myself but here goes.

Ramada traffic signals head to the Jaidah flyover but DO NOT go over it, take the slip road down the roundabout (where Chevrolet and the furniture shop is) at the roundabout go LEFT. 100metres up the road on the RIGHT hand side is a small shopping square this is where the costume shop is. To get to it you have to carry on up the road and get off at the next slip road, do a double back at the roundabout and get back on the road you came off (think its the B ring but dont quote me on that) then look out for the small shopping square (there is an ATM machine there so good point of reference).
Will make a post on the location map under costume shop.

We came we saw we were Qatarized