[1] at a constant sensor size, DOF becomes a quarter of what it was, when you double focal length.
[2] at a constant focal length, DOF doubles when you double the sensor size
[3] when you keep the ratio of focal length to sensor size constant, dof is halved when the sensor size doubled
When you look at points [1], [2], and after that to [3], it makes sense: focal length is a more powerful factor than sensor size, so a linear inverse relation is maintained in [3]
Now, the reason that focal length has an inverse quadratic relation with DOF, is because the focal plane moves four times more when you double focal length at any given movement of the object:
(This figure is made using the lens formula and constructed graphically using MatLab, so it is not just a sketch)
When the focal plane moves 4 times more, the size of projection of a pointsource becomes 4 times larger when out of the film plane, so DOF is four times smaller when doubling focal length. Remember: the size of the pointsource image has to remain within a given circle of confusion, given the sensor size.
So this explains point [1].
Point [2], DOF growing when you grow sensor size is simple: The circle of confusion in a larger sensor is larger in diameter, since for the final image, less magnification is needed. This relation is linear and not inverse quadratic as in point [1].
The dependence of the circle of confusion (diameter in mm) and sensor size can be for instance: