9 out of 10 times with european airlines, separate tickets will mean re-claim and re-check. True even if connecting *A to *A, happened to me going from LX to UA once on two tickets.

US airlines are way better about this, and UA has always done it for me. With every european airline the policy is typically to NOT do it, then occasionally you run into a good sort who will do it nonetheless, and this only out of the US.

You should certainly ask, but be prepared to be denied.