I flew a combination of LH and AF in May this year and had no issues checking trhough my lugguage. VIE-FRA-EZE on LH (F) combining with EZE-MVD on AF (C), there was no problem checking it all the way through to MVD. Prio Tags as *A HON Priority made sure, my bags came out one of the first in MVD (despite a SkyTeam flight). Before boarding in EZE for the AF leg I spoke to gate agents regarding my bags in order to make sure the look after my bags and direct them correctly to the AF flight .