I have July2016 MH BKK-KUL-LHR (rtn) business ticket and alas had to buy separate LHR-AMS (rtn), as for Europe, MH only flies to London nowadays .

Despite MH and BA being same alliance, I was frustrated MH's site won't return my searches and show/sell MH xxx-KUL-LHR continued BA LHR-AMS (iie KUL-LHR-AMS) as part of a single ticket booking.

Regards interlining (was not aware of an official name for this) my previous travel experience history has been airlines usually will allow baggage through check to the extra addon ticket destination, if and only if, second ticket is within same airline alliance.

I never expect interlining between different airline alliances eg
SQ SIN-LHR followed by KLM LHR-AMS
(or the earlier mentioned)
MH KUL-LHR followed by LH LHR-TXL

Of course one must then visit the second Airlines transfer ticketing desk to show the luggage tab sticker parts usually stuck to boarding pass/passport so second airline allow bags to transfer onto the final second ticket different airlines flight or the second airline won't allow bag to be loaded.

I always have my second e-ticket printed and usually 24hour advance olci boarding pass at first checkin as I never assume checkin desk can access next airlines system to check I have an onward reservation.

MH KUL-LHR lands 05.55 T4 and I don't want to undertake all of immigration, baggage claim, transfer landside to T5, then on BA economy LHR-AMS checkin, passport control without fasttrack etc, ..... when with interlining so just hand-luggage I can transfer airside and do airside T5 passport and hand luggage security check in a fraction of the time.