Frippe

HI, i'm about to book my first AC business class flight. Im flying YYC-LHR however due to award rules and my outbound flight i need to buy the ticket YYC-LHR-CPH. The help desk for SAS, from whom im buying my ticket, insisted there is no problem for me to ask check-in staff in YYC to check my baggage only to LHR and i can then just skip the last leg LHR-CPH. However I wanted to double check if people have the experience/know the rules with AC. Will there be no problem for me asking check-in staff in YYC to only check my luggage to LHR although my ticket is YYC-LHR-CPH?

thanks a lot