You should not have any issues - It is common sense really. Qatar is a conservative society, so I would not bring literature / books which may be to do with pronography, anarchy etc

I doubt also whether records would be an issue , unless the songs promote murder and mayhem or shooting of police etc.

Lastly, these items will be in suitcases / cargo (not carry on) , so it is unlikely that customs will care.

Good luck!