As long as you book through EK via IAH with CO as connecting, CO will not charge you domestic bag fee and also it is advisable to book them as one ticket so that you are covered in case of any IRROPS on your domestic leg.

One interesting thing is if you look at EK's timetable it shows for SAN two options connecting via IAH with CO as domestic airline and connecting via LAX with AA as domestic airline. I think EK's website has not been updated with the new connection.