You won't be allowed to change flights unless there is time to pull your bags and put them on the flight you are now going to go on, and they must be willing to do so. In short, you and your bags are supposed to get on and off the same flights, except when by inadvertence the airline misroutes your bags, so that you and they go your separate ways, until such time as they get them back to you. So, I wonder about the suggestion that the bags may be put on a direct flight and reach the ultimate destination before the traveler gets there. Seems like a supremely unlikely scenario.