If you book through an agent, they should be able to cancel the initial segment. Checked baggage usually isn't an issue for me. If I had to check baggage, I would tell them one of the following:

1 - I DID check-in baggage in YXU, but only checked it to YYZ cause I needed to take something out

2 - I arrived too late and took baggage to the valet cart

3 - I broke the journey in YYZ (depending on ticket type)

It is not worth them offending frequent travellers by questioning them beyond a few simple questions. And these could all be totally ligitimate excuses. I doubt there would be much complication. Besides, you can always just check-in with the machine...


(I hope this isn't another "balloon" from AC to try to make our lives more difficult)