When I encounter the issue, (and even when I don't actually) I book through Orbitz for the Chase Ultimate Rewards points. Works fine with Orbitz, Expedia, etc.

I personally never had issue with checking in for all segments at T-24 from the first segment - until last month. It only gave me the BP's for the outbound segments initially. However, at T-24 of the return I checked in again and was able to print all BP's for my "PHX-PHX" itinerary.

I am a fan of separate one way tickets but in the case of a short turn I prefer a round trip. Maybe it looks different to an agent viewing SHARES but to me it looks like connection rather than a quick turn-around. More than once I've been proactively rerouted by a gate agent who knew I'd not make my connection.