Zman has the correct answer. Sabre has a limit to the numer of connections that can be on an automated bag tag, so it will have to be a manual bag tag. The problem is the manual bag tags only have enough room for three segments so it will require two manual tags stapled or taped together, which is a disaster waiting to happen.
For future reference you can have a maximum of 4 segments (or three connections) in your PNR to have an automated bag tag issued. You can have as many segments as you like in theory, but it will be on manual bag tags.