Not ever seeing the bag again wasn't a big concern of mine... it's just a few things that my mom wanted that she can't get in PA and don't have much value. I decided to email CO to see if there was an official word (and so I could take the proof to SAT with me in the slim chance they said that it could be done). Unfortunately, it can't (bolding mine):
Originally Posted by Email From CO
[snip]
I do apologize in this matter you will not be able to check your bag all the way through.
I have contacted the airport concerning this issue. With the amount of connections you have the bag tag printer only has the ability to print 5 segments from your travel plan. Also 7 segments would increase the possibilities of a ramp agent being confused during the transfer process. This is a very unusual travel plan and I encourage you to possibly consider travelling with a carry-on bag.
[snip]
At least they didn't say "This is a very unusual travel plan and I encourage you to book more sane segments in the future"