Orthogonal Space-Time Block Codes (STBC) with Multiple-Input Multiple-Output (MIMO) systems have become a very popular way of adding spatial diversity to transmissions. Orthogonal Frequency Division Multiplexing (OFDM) is a modulation technique to further increase the robustness against frequency selective fading at high data rates. Some authors have then proposed to combine both: linear STBC codes with OFDM; however, with a major weakness: high Peak to Average Power Ratio (PAPR). Using instead Continuous Phase Modulation (CPM) to get constant envelope signals to reduce PAPR, CPM-OFDM can take advantage of a favorable trade-off between power and bandwidth efficiency given by CPM with the well-known robustness to frequency selective fading of OFDM. To further increase the data throughput, while maintaining robustness to frequency selective fading and low PAPR, we introduce here a new space-time-frequency diversity technique based on MIMO OFDM using L2-orthogonal multi-h CPM STBC codes. We benchmark these schemes under Rayleigh frequency selective channels with semi-coherent detection and show how they achieve improved spectral compactness while providing a low decoding complexity by the use of a simplified Zero-Forcing (ZF) detection/correlation algorithm.