At DEL,once you arrive you can do international transfers prior to immigration . I have not done this myself but do see lots of people doing this. I dont know what the situation with bags is though.The passenger sitting next to me a few weeks ago was flying onwards to KTM and she did not have an Indian visa. I'm not sure if she was flying only with hand luggage or if she had a prior arrangement with the airline for transferring her bags to the next flight to KTM ( bags at Delhi are typically accessed after immigration as common to other airports)


PS: I'm going again to DEL in a week so will check at the transit section and post in this thread.