It is not obvious from first law of thermodynamics that $dQ,dU,dW$ are differentials for the integration.
It doesnt has to be an ideal gas, all needed is to assume the integrals exist in Riemann sense and certain functions are absolutely continuous.
let $\epsilon , a >0 $,
$T_{n}>T_{n-1}>a,|T_{n}-T_{n-1}| < \epsilon$
Using the first law of thermodynamics,
\begin{align}
\mathrm Q_2-Q_1 & = \mathrm U_2 - U_1 +\mathrm W_2 - W_1\\
\mathrm \int_{Q_{n-1}}^{Q_n} dQ &= \int_{T_{n-1}}^{T_n} m C_V \mathrm dT + \int_{V_{n-1}}^{V_n} P \mathrm dV\\
\sum_{n=1}^{n=N} \frac{1}{T_{n-1}}\mathrm \int_{Q_{n-1}}^{Q_n} dQ &=\sum_{n=1}^{n=N}\frac{m}{T_{n-1}} \int_{T_{n-1}}^{T_n} C_V \mathrm dT + \sum_{n=1}^{n=N}\frac{1}{T_{n-1}}\int_{V_{n-1}}^{V_n} P \mathrm dV\\
\end{align}
Because of the following inequalities:
$$|\frac{1}{T_{n-1}}\int_{Q_{n-1}}^{Q_n} dQ-\int_{Q_{n-1}}^{Q_n} \frac{1}{T} dQ| \le \int_{Q_{n-1}}^{Q_n} |\frac{1}{T}-\frac{1}{T_{n-1}}| dQ \le \int_{Q_{n-1}}^{Q_n} \frac{\epsilon}{a^2} dQ $$
$$|\frac{1}{T_{n-1}}\int_{T_{n-1}}^{T_n} C_VdT-\int_{T_{n-1}}^{T_n} \frac{1}{T} C_VdT| \le \int_{T_{n-1}}^{T_n} |\frac{1}{T}-\frac{1}{T_{n-1}}| C_VdT \le \int_{T_{n-1}}^{T_n} \frac{\epsilon}{a^2} C_VdT $$
$$|\frac{1}{V_{n-1}}\int_{V_{n-1}}^{V_n} PdV-\int_{V_{n-1}}^{V_n} \frac{1}{T} PdV| \le \int_{V_{n-1}}^{V_n} |\frac{1}{T}-\frac{1}{V_{n-1}}| PdV \le \int_{V_{n-1}}^{V_n} \frac{\epsilon}{a^2} PdV $$
letting $\epsilon \to 0$ we have $$\int \frac{1}{T} dQ=m\int \frac{1}{T} C_VdT+\int \frac{1}{T} PdV$$
$$\frac{df}{dQ}=\frac{1}{T}$$
$$\frac{dg}{dT}=\frac{C_V}{T}$$
$$\frac{dh}{dV}=\frac{P}{T}$$
if $f,g,h$ are absolutely continuous then $$\oint \frac{1}{T} dQ=m\oint \frac{1}{T} C_VdT+\oint \frac{1}{T} PdV=0$$