Wow this is a niche question. I fly this exact route almost when I come back home.

However I always buy my ticket for Gulf Air separate thus ensuring all my DEQM etc as I believe I wouldn't get them if it was purchased on a Gulf Air ticket.

It is a hassle to have to go and get my checked luggage and go back to departures again for sure. Actually sometimes I fly into Sharjah and take a taxi over to DXB and this is just as fast since it is a breeze getting out of Sharjah. If there is no traffic I think it might even be a couple minutes quicker.

Interesting scenario you have, however dont' miss flights unless you know your situation (which I'm sure you already know).