I don't know what the airport procedure for BAH, but will I be able to walk off the plane after KWI-BAH then head straight to BAH-KWI or will I have to go through immigration? Also, how do I manage to check-in for the return journey if I am never leaving the secure area? Sorry if that is obvious, but I have never done a mileage run nor been traveling for 24+ hours where check-in open up en-route. I have always been able to check-in and get my BPs prior to my first departure.
You will need to walk off the plane, follow the signs and head towards the transfer desks. You do not need to go through immigration. Just clear transit security, and right after, there will be a UA desk. Pick up your boarding pass there if you don't have it.
BAH is a small airport, you have enough time to clear security, pick up boarding pass, and sit in the lounge.