Thx UnitedSkies and jhayes_1780. I called the United CSR numbers and they said no baggage transfer since their agreement is only until Dubai. But since the Europe-DXB connection is via Emirates (which is also the airline flying DXB-KHI), I wonder if that even makes sense. Perhaps I should talk to Emirates on this?

Secondly on the KHI leg, the Emirates CSR mentioned that it is up to the KHI ground staff if they want to check it all the way through to IAD but my guess they probably will. They are very helpful always.

But to my original question... if I cant combine these 2 tickets together, can a travel agent build them into a single "itinerary" or will it always show up as 2 separate itineraries with separate PNRs. I would prefer it all on one itinerary since then it makes it easier for Emirates to help in case things go wrong...