NH at HKG will be able to check your bag to YYZ. You don't have to do anything at NRT. At ORD, yes, you will have to collect you bag, clear U.S. CBP, and once you exit the custom area, you will see some transfer desks and a belt to deposit your connecting luggage. No need to re-tag. Then proceed upstairs to catch your shuttle train to your departing terminal.

I think NH uses the UA Club at HKG. However, I find SQ's SKL to have the best food offer. Order a Laksa. If you have an Amex Platinum card, you may also use the Plaza Premium lounge. At NRT, NH lounge is very good. At ORD, you will use the UA Club.