The sleeper cars do have carry-on storage downstairs as you enter the car. As stated above, it can fill up. Where are you boarding? I haven't been in a bedroom, but in a roomette, there is very limited room for storing anything. The "closet" could hold 2-3 items and stacking a small carry-on on a shelf-like area worked for me. I suspect a bedroom would have more options.

The buses do try to leave as quickly as they get boarded so I would suggest doing the carry-on if you can. You might also want to check how long for the next bus if you want to make use of checked bags.