I suspect your biggest problem will be going through the same cities more than once - this confuses the computer and makes it spit out luggage tags for a mid-point instead of an end-point. CO Insider commented on this issue
here when I flew BWI-EWR-BOS-EWR-CLT:
Our systems are unable to automatically generate a "roundtrip" bagtag whereby the same connecting city is listed twice, nor are we supposed to skip flights or short-check. Any exceptions made to these guidelines are on a case-by-case basis, and as you've found, they'll be handled a little different each time. Please keep these risks in mind when booking a quick-turn mileage run and checking bags.
You'll have to get an agent to hand-tag your bags on the flights to get them all the way through (or to a specific point). These tags only hold a couple of flights apiece, so they will probably have to staple or tape multiple ones together. This creates a ridiculously long "streamer" hanging off the bag, and twice now I've caught a mistake in a flight number on a hand-tag (so double check everything the agent is writing).
All in all, I might ship the stuff. It'll make things easier and more likely to arrive without issue. I'd avoid risks and drawing too much attention to your itinerary - multi-segment trips with a lot of seemingly redundant stops seem to frighten and confuse the counter staff.