Will Southwest ever check a bag to the end if it involves 2 change of plane itineraries in the same day?

With the new non stops I was going to go SEA to DAL to CMH. The Seattle flight non stop would actually get in at 520 to DAL. There was a 635pm from DAL with a change in ATL before getting into CMH at like 11pm. The reservation would have been under 2 PNR numbers.

It was cheaper when the sale happened to book these 2 flights separately.