You should have no problem with interlining luggage as long as you're using one ticket for your itinerary. As for connecting, you shouldn't have any problem. Whether you're flying to PHL on US or UA, you're still going to have to go through a security checkpoint after clearing customs. Getting to Terminal 1 takes a quick hop on the airport shuttle (it would be the next stop as it leaves the UA terminal) or a 5 minute walk (on a sidewalk) through the parking lot between both terminals.