AMS DUB is actually treated as a KLM flight and the check in is done on KLM's systems so you should have a seamless check in experience at SVO and get both boarding cards not matter the route you choose. For reference the gate in AMS can issue boarding card

Going the other way, you should be able to check in for AMS - SVO online but probably not for DUB - AMS unless you have a EI reference number beginning with 2

Aer Lingus check in staff can do both and the self service check in should work also