That's a tricky one. I know MH have interline agreements with MS but I'm not sure about OS. However, MH are pretty good when it comes to helping you at check-in with stuff like this. I have been told that interline agreements may exist between airlines but it is at the discretion of the check-in staff that results in whether your bags will get checked all the way through. I remember doing this for an MH-AF flight. MH were great in checking bags through to AF and my final destination but AF refused to do the same on the way back.