Multi City booking: Only two countries permitted

I've been playing the flying game for decades and thought I knew it all. But occasionally, a curved ball comes along. I have be trying to make a multi-city booking.
DOH-DUB, then two weeks later
DUB-DOH-BKK. The website and the app allowed me to select flights but said that it could not offer a fare. So I called QR and asked to book over the phone. The agent had the same problem and put me on hold while she escalated the case. She came back and told me that on multi-city bookings, you are only allowed to book two countries, not three. So while my booking in not permitted as it has three countries, she said that a two country booking like this would be permissible:

DOH - JFK
JFK - LAX
LAX - DOH.

So my only option is to book a standard return DOH-DUB-DOH and then a one way DOH-BKK. There are two problems with this:

1 - The one way will be more expensive than being part of a return booking and
2 - These would be on separate tickets. With two hours to make the transfer, I would be normally fine, but I doubt the agent in Dublin would check my bags to BKK on separate tickets, so it's now a bit tight and stressful to clear immigration, collect bags, check in again, clear immigration and take a hike to the new E-Gates which are at the end of the earth....

Is this rule something new or has it always been there? Any bright ideas, folks?

Grantosol