One thing,I pointed the OP to this forum (from the SQ forum), because it really depends on the policies of the originating carrier whether they will through check baggage on separate itineraries.

In your list, SQ has interline agreements with both NZ and QF, and I know SQ will happily through check luggage to both carriers, irrespective of whether the flights are on the same PNR or not. However, neither QF nor NZ will through-check luggage to SQ if on different PNRs. What are AF (or AZ's) policies on this?