I asked this question recently in a post, as I'm doing an ex-AMS where I'll land at LCY in the morning, go into the office and then return for the next leg. I don't want to have to take my bag to AMS for the positioning flight and back again.

Someone responded that it wasn't a problem, but that when I checked in for AMS-LCY to only check in for that flight and to let the agent know what I was doing so there wouldn't be an issue later.

Seemed like good advice.