I had a friend whose sponsor didn't like him much so after staying with his sponsor for 15 years he left the country under the pretext of holidays and went to Dubai and started a business there. Somehow his sponsor found out the was in Dubai and he contacted the Interpol (international police) and asked them to bring the fugitive back to Qatar. So the Interpol got him extradited to Qatar. He is out on bail and is currently on trial for 1.4 million riyals of owed to his sponsor.
Poor Guy no way out of Qatar for him now.

So the best bet is even if you take a lot of loan and run from Qatar make sure to go back to your country and never come back in the middle east. In North America your loan/debt stays with you for seven years where here in the Middle East there is no way out even if you declare bankruptcy.