Hi Ashley,

I have done the HKG-BKK-REP route tons of times. I would not worry too much about checking in your bag as, if too big, they will load it on the plane when you board (it's a turbo prop, hence you will bus to it) and return it when you land. So both options work well.

You will only need to go through security to go from the arrival to the transit floor.

BKK Air transit desk is indeed in the East Airside Centre (which means you will have to walk about 800 meters since CX arrives to the West side (concourses G or F).

Enjoy Siem Reap!