You will need to get a chemical analysis of the casing to be sure. In all likelihood, you will need a preheat and most likely a post heat. If you cannot get a chemical analysis, assume it is 4140 and you won't crack it. You are likely to lower the strength of the Q125 a bit more than you need to, but it should still beat the heck out of A36.
What I would say, just knowing Q125, would be Preheat 500F. Post heat 1000F.
Q125 will likely be in the 0.30-0.35%C range, with perhaps 0.8-1.0% Cr. so cracking without any Preheat is likely. I'd postheat above 950F since it could well have Vanadium (~0.05) and Molybdenum (~0.15) since they need to hold 125PSI min yield and have impact strength.