I'm fairly sure that they will check your bag all the way through, but I wouldn't count on getting all your BPs in YOW. When I fly YQT-YYZ-ORD-GRR, AC in YQT is unable to issue BPs for the ORD-GRR segment (AC codeshare on UA metal). I have to get the BP in ORD (this is pre 9/11). I think one could argue that AC has a closer alliance with UA than with TAP, so I wouldn't count on BPs. Maybe Ottawa can do things differently, though...