Hi at all

I just booked a very cheap trip from AMS to HNL.

AMS – LHR (booking class S) Flight with AA (operated by BA)
LHR – LAX (booking class O) Flight with AA (operated by BA)
LAX – HNL (booking class O) AA Flight
HNL – LAX (booking class O) AA Flight
LAX – LHR (booking class O) AA Flight
LHR – AMS (booking class S) Flight with AA (operated by BA)

My question: Do I have to check tha baggages through to AMS (on my way back) or is it possible to check the baggage through only to LHR and miss the flight in LHR on my way back?

Many thanks for your help.