Arrive plenty early, just in case they need to call the help desk to figure it out. Have a copy (preferably printed) of the QR itinerary showing the PNR and ticket number in addition to the full routing. That's going to help a lot. My line to the agent would likely be something along the lines of, "Hi, I have the one bag to check this afternoon but it is a bit of a special case. I'm actually connecting onward in Houston on a different airline so the bag will need to be interlined to the other carrier. Here is the reservation information for that as well. Can we make that work?"

Good luck.