Presumably you are flying via SVO and not DME; there is airside transit at Terminal 2 so no problem. You can also check-in there as long as you have your ticket number (not just the PNR but actual ticket number, even if e-ticket). As for interlining bags, most airlines will interline on separate tickets (some won't), so it all depends upon whom you are flying. If it is SU, almost anything is possible with a USD 100 bill.