Recently to save money from the outrageous one-way fares that exist between African countries, I deliberately chose an itinerary that required an overnight stay in Nairobi. That enabled me to check my bag thru just for the 1st segment on Kenya Airways, then I jumped ship, and took my already scheduled return trip that same evening on BA NBO-LHR.
African airlines are pretty sloppy about applying arbitrary rules, so it was no big deal to check luggage only part way.