No way to take two separate PNR's, even with the same carrier and make it one. You should be able to have either airline check your luggage through to the final destination. Just get to the airport early and have your itinerary ready with the connecting flight information. If you show up late in KUL and the TA's are trying to close up in order to get to the gate, they won't look too favorably on taking the time to type in the flight info for the other flight in order to generate a luggage tag. Depending on the situation in PVG, you might or might not need to go through immigration and/or security. But it won't be dependent on whether your luggage is checked through or not.
Originally Posted by
underattack
Merging PNRs doesn't even work if both of them are Delta. I had a trip where part was an award ticket, and part was "regular". The gate agent had to hand write a luggage tag in this case. The luggage did arrive just fine at my final destination.
Yes, it's 100% possible to take 2 DL PNR's and make 'em into one. It requires a manual reissue and potentially an award inventory overbooking but they must be purchased the same way (i.e. all award to all revenue).
I just did this yesterday.