Al Jassasiya: follow al shamal road. From landmark mall it's about 63.5 km. Turn right at sign to Al Huwaila (see a mosque). then follow 8.4 km. Turn left and drive 3 km.

Bat cave: did you mean karst cave?
If yes, please follow my direction in my blog below:
http://wahyuinqatar.wordpress.com/2009/06/16/musfer-sinkhole-karst-cave/

Dukhan? Just follow Al Rayyan road or Kalifa & Al Luqta street to the west!