I know nothing , but:

- Shall I insiste to get salary from ABC ? so that I may get salary transfre to Banks etc,, so as to take loans if needed

yes!
- which is the wise decision to take salary from XYZ or ABC

no 

- Does a salary certificate from XYZ ( a dubai based comapny ) has any value in Qatar ?

I think almost zero value...
- Shall I continute with my previous employer PQR, and work for XYZ. ( without tranfering to ABC )

never... you could risk deportation
- What are the other terms I should be taking care of

i said i know nothing :)