Your (edited) equation has incompatible terms: the first is infinitesimal, the second isn't. Plus, the terms' dimensions don't agree: the first one's are (using SI) J/sec whereas the second one's are J/(sec-m).
Ironically, your unedited equation has matching dimensions but you can't smuggle the r2 into the d/dr bracket as you wondered. (That's just basic calculus: for example, r2d/dr(r2) = 2r3 whereas d/dr(r4) = 4r3.)
Going back to my "first principles" equation , Q_dot = λAΔT/Δr, you seem to have correctly determined that, in spherical coordinates, A = 4πr2 and, of course, ΔT/Δr → dT/dr. So your remaining task, and it does take some thinking, is to somehow get rid of Q_dot and substitute for it an expression containing q_dot. (Sorry, I haven't learned the itex thing yet). So that you wind up with
-d/dr{λr(dT/dr)} = r2q_dot. That is really the hard part about this problem.