I have flown DL to GRU 11 times this year.

You MUST retrieve your luggage and clear customs in Sao Paulo.

After clearing customs, there is no 'luggage recheck' area, you are dumped out into the main terminal - there is no other option.

It is possible to transit Internationally at GRU, but not to a domestic Brazil flight.

I hope you were careful when you booked your separate flights. You will arrive at Guarulhos (GRU), but a great many domestic flight leave from Congonhas (CGH) airport in the city itself.

Hope this helps!