Ok folks -- if you want to weigh in here on my question, feel free.

Background, due to business conditions, I am flying PHX-ATL-INC-KUL in 10 days or so and I'll be packing in such a way that I have to check my bag. The legs listed here were purchased in separate segments due to cost and itinerary changes (don't ask why; it is what it is for the purposes of this thread).

Here's the breakdown:

PHX-ATL (DL)
ATL-INC (KE from DL code share)
INC - KUL (MH with 7 hour layover in INC)

Note: all three legs above were purchased separately with unique record locators and I'm not concerned about checked bag fees (I am DM and can expense charges).

Currently, I am planning to check my bag at PHX to INC and then going through customs / immigration in INC to claim my bag and then march to the MH ticket counter for my boarding pass and check my bags to KUL from there.

The above plan is due to my paranoia that checking in PHX to KUL (via INC and changing airlines, separate record locators) would increase the risk to an uncomfortable level that my bag won't be there when I arrive in KUL (I am confident it would arrive in INC via DL / KE).

What say you? Overly paranoid? Properly paranoid? Any challenges that I may be walking into by going through immigration just to get to the ticket counter?

Mackeraldreams