CX will absolutely not check through to a different PNR unless CX. Not sure what the position with AA is now, since things seem to have changed a few times.
Also, even if there was a chance that it will work, since it is against published policy no-one here can guarantee say for sure that it will. So you end up risking everything being screwed up on the day, and little time to put things right (like cancelling the 1st night hotel if you simply miss your connection).