I don't know what BKKROP is on about with regard to changing the ticket. I have first hand experience of short checking a bag when checking in for DEN-LAX-BKK-MEL (UA domestic, TG-international) on the one ticket. I asked the agent and they checked the baggage only to BKK, I picked it up and then checked it back in about 10 hours later.

So yes it can be done, I had no issues and nothing to do with the ticket. I guess it is one of those things though where the particular agent has to know what they are doing.