My experience of separate tickets/PNR through checkin on NH.
Ticket 1
NH HND-HKG (NH metal/flight No.)
Ticket 2
CX HKG-CMB (CX metal/flight No.)
A checkin agent of NH counter at HND made through checkin for my baggage to CMB and handed me BPs of HND-HKG and HKG-CMB.
Practically, it depends on checkin agent ability to handle two PNR/tickets and airline policy.
In your case, CX counter at BKK may or may not issue your BP for HKG-NRT.