RJ has airside transfer desks at AMM, so no problem getting your onward boarding pass there if they can't issue it at DXB. In any case you should be able to get the luggage checked through from DXB to LHR just by showing the second ticket, even if they can't check you in there.

But in any case, I'd be really quite surprised in you can't check in all the way through at DXB.