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Given that you are making one booking for the whole trip through onetravel i would assume you'll get a single ticket for all legs. Given that Qatar Airways and Malaysian Airlines are part the same Oneworld alliance, i would expect they have interline agreements to checkthrough your baggage for the whole journey.
If not this travelSE answer covers the process you'll have to go through in Dubai. Have a look at this Emirates tool to determine transit and visa requirements. In this case it seems unfortunately that you'll need a visa and are not eligible for a visa on arrival. Also read this answer about how things can go wrong!
In summary if you make a single booking, with partner airlines you should be fine. Otherwise make sure you have a transit visa. Nevertheless best to check with your airlines, they will be able to confirm.
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You should be on a single ticket within the oneworld alliance. You should not have to collect your luggage and re-check it in despite changing airlines with some exceptions:
If you are travelling on connecting oneworld flights, your luggage will be checked through to your final destination at the time of check-in.
The two listed exceptions:
If the time between connecting oneworld flights is more than 12 hours, you may need to collect your luggage on arrival and check-in again with the outbound carrier.
You may be required to collect and re-check your bags at certain airports due to local security or customs policies.
You don't mention your transfer times, but neither Dubai nor Kuala Lumpur require re-check in of bags for transfers if you do receive a single ticket.
Neither require visas if you are transiting without leaving the airport.