It's a shame there is so much confusion surrounding the policies of checking bags thru when traveling on multiple tickets. Most customers seems to assume that it's a right and many airline employees have no clue about the rules and just flat out refuse.
My €0.02 is that if you are traveling on multiple tickets, do so with carry-on only or expect to recheck the bag at the destination of each ticket. If you align your expectations with this, you have the worst-outcome-level of expectation and things can only become better in reality.