Haven't changed my outbound flight out of BRU yet, but got another reply from Iberia:
"Hi Frank, being that your flight out of Madrid is also on Iberia, you will be able to check the bags through to JFK. Kind regards."

Even though it's 2 reservations.. In JFK I have about 2 and a half hours till my next(domestic) flight. I do have to switch terminals, 7 to 8.

In JFK it's probably do able I think, never had to wait more than 30min with immigration.
Just find it a bit weird they say it is 100% possible to check them in BRU til JFK. While their other message was 'maybe maybe'. ( maybe for the AA part or the fact that it were 2 reservations?)