Anybody have any experience checking baggage midway thru a trip? is there more/less chance of lost luggage? if it's lost do same rules apply as if checked in from start?

here's the story
This weekend I am traveling from IAD > ABQ for 2 days and would like to have my usual carry-on for this trip. I am then traveling from ABQ>IAD > NUE with a 4hr layover at IAD. I would like to arrive at IAD and during the layover go to my car and "swap" the carry-on for a larger suitcase to continue on to Europe. Obviously this happens in the "middle" of my trip ---- so not sure how to check my bag. Would I just get in the check in line although I am already "in" the trip?

Thank you in advance for any advice