I'm soon to travel ATH-BRU (A3), BRU-CPH (SN), CPH-KEF (FI) on three separate tickets, luggage included. All three airlines have interline agreements with each other. Layovers are 5h10 at BRU and 2:40 at CPH to be precice.

Should it be possible to already check the luggage at ATH all the way through? I know this is at the discretion of a check-in agent, but perhaps some of you have first hand experiences on likewise itineraries.