hi again,
I poked around and asked few guys. the driver and the firmware you are using are all pretty current so there shouldn't be any obvious reason for this not to work (excluding reasons we don't know about about :-) )
Intel publish the following compatibility list up on their website: Intel� Server Adapters — Which SFP+ modules, SFP modules, and cables can I use with the X520 Series? maybe worth asking them if this is something they support.
In the meantime, loop the cable back between the two ports of the Mellanox card to see if the link comes up. this will validate everything but the QSA adapter. If you have a second QSA, do the same over the Intel card (does it have two ports? ) or between Intel and a switch.