Did you confirm where your bag was going when you checked in? I've generally found check in staff to be good at showing me the tag at check in to demonstrate it's going to my final destination (although recently I was checking in with Silk Air and connecting to Emirates in SIN and the agent said "and here your bag is checked through to Dubai" as she showed me. "But I'm going to Manchester" - cue starting all over again (an example of how people spend 10 mins a check in - see another thread!))