1- I believe these things are not allowed into Egypt as well for the same reasons, and the customs guys will confiscate it for good if they see it.

2- I can't answer your question about the procedure required in Qatar, but do you really wanna go through that headache? wish someone can inform you on those procedures.

3- These Helicopters, although banned in Egypt, a different version of it (controllable by remote / without a cam) sells for around LE 500.

4- If I was in your shoes, I would just forget the whole thing. I guess you may have the option to send them back where they cam from (Dubai), maybe customs in Qatar would accept that.