Shuttle America is operating as Delta Connection so there won't be an additional charge there no matter what.

As for the fees, you pay them only at check-in. So if you can check the bags all the way through to the final destination then you only pay them once. If you have to collect your bags and check them again then you will pay the fees twice. I believe that DL and AA have an interlining agreement so they should be able to check them all the way through, especially if it is purchased as a single itinerary rather than two independent transactions.