Baggage fees for multi-city, same day?
When ticketed, it won't make a difference - it is on one itinerary so the fees won't be any different.
As to the different fares - this is married segment logic at play. UA is only willing to sell a W fare PBI-YYT, but is willing to sell an L fare separately for someone wanting to travel only PBI-EWR and then someone else from EWR-YYT. The web site is, however, apparently not smart enough to realize that the two segments are connected from a pricing perspective, so is charging the lower fare.