If Qatar wanted to support terrorism, it's plausible the terrorists could pretend to kidnap those people. The hostages would suffer voluntarily due to religious reasons to make it look legit.
There's a lot of underhanded ways to fund terrorism that don't involve having your family kidnapped, like the US did with the Taliban by calling them freedom fighters or something against Russia - see also Rambo. It's easy for rich people or even a country to 'lose' money.