tysk.viking, welcome to FT and the A3 forum. I hope we'll see more of you now you've taken the plunge and joined us.
I assume you're staying in HAJ at the end of these flights, hence the need for checked luggage. I'm also making the leap that this is a single ticketed itinerary which you'll be entitled to through check on.
Now, I'm not an expert on how efficient the luggage system is at HER specifically, but there is nothing to suggest A3 and their handling agents are significant better or worse than any other airlines.
You have a decent amount of time between flights, so is everything runs to time then you shouldn't have any issues. The problem, as always, will come if flights are delayed and connection times cut as a result. The more sectors in the booking, the greater of chance of something conspiring against you.
That said, even if it does all you can do is put your details into the system, buy the necessary essentials, and wait for your luggage to be reunited with you whilst you get on with your life. Worst things could happen!