If you are from Holland, it doesn’t matter how you enter Qatar. You even can enter on visit visa which you obtain upon arrival at the airport. Then the company will transfer it to the Work visa. The same with the business visa. You enter on Business visa, later it is transferred to the Work visa. You can avoid this extra step of transferring, if the company issued the Work visa for you prior to your arrival, and you enter Qatar on the Work visa right away. But again, it doesn't really matter.
Regarding, how often does it happen that a work visa is not going to be approved, no one can tell. There are many reasons why the visa might be rejected, starting with the Company’s quotas, then the nationality reasons and ending with the particular person’s issues…