They did it for me once going LHR-DXB-SYD and then SYD-ADL on QF. I think I did have to pick them up in SYD though and then put them on a bagdrop or something to go through customs but can't remember.
I tried another time going through SIN to HKT on TR but they couldn't do it.
What you can try is calling up EK and ask although most likely they won't be able to tell you or they just tell you anything to get rid of you.