You may want to consider stopping by the transit desk or something where you are connecting. Couldn't hurt.
I flew TG HKT-BKK-CDG and then SK CDG-OSL on different tickets. At HKT the check in agent had no problem or issue interlining the bags. When I was in CDG I went by the SK desk in the satellite and proactively showed them my BP & baggage tag and she said something along the lines of "Oh thank you I need to note that in the system."