If you check them thru you risk that they loose your bags somewhere - and the more short connection you have the bigger the risk.

But image what happens if one of your flights is late and there is no time to wait for the baggage before you need to go to your next flight. Your bags will be circling with you already on the next flight. And they will not be delivered to you at the final destination.

Same if your baggage is lost somewhere in between. So i would check them thru. At least you will get them a few days later. Otherwise it is likely far more problematic to get them back.