Hello great people of Flyertalk,

I've got a trip planned from Prague via Frankfurt to Toronto and then on to Windsor, Ontario. The thing is, something last minute came up and I booked a flight to Las Vegas from Toronto eight hours after I arrive there next week.

I called AirCanada looking to cancel the last leg of my flight (YYZ-YQZ) so that I can pick up my bags at YYZ for my flight to LAS. They told me there's a €125 fee to change my itinerary, even though I just wanted to cancel one leg of my trip.

Since I find this appalling I'm looking for alternatives to avoid paying that fee. I've flown into YYZ before, with a connection to YQG, but I want to know the following.

1. Will I always have to pick up my own bags when YYZ is my first point of entry into Canada, and therefor have the option to just not drop my bags for the YGZ flight and check back in upstairs for the later flight to LAS?

2. Will/Can I get into any sort of trouble when not taking the last flight of my itinerary and then trying to check in for another flight that same day?

Thank you all for your help.