*bump*
Just had a simliar problem again this trip. Again with IB.
Checking in for BCN-MAD-LHR-DXB. All IB codes, BCN-MAD on a different ticket, the others as part of a DONE3.
I got checked in just fine, my bag on the other hand...
The system refused to link the two bookings together for the baggage tag, no matter what the agent tried. It seems to be because the travel agent who booked the extra flights attached a title to my name which isnīt part of the name on the DONE3.
They ended up doing it manually, but it seems that every time I check in with IB with a connection through MAD, on the same ticket or not, I get problems with my baggage.