Just had a very positive experience with this. Itin was BOS-DOH-CMB on one QR ticket, followed five hours later by CMB-BKK on UL on a different ticket.

When I checked in at BOS, I asked if the bag could be checked through. Interestingly, the UL itin was in the QR computer, -- perhaps because of the QRPC number? I was unaware that that ever happened. (I booked the UL flights directly on the UL website, not on QR's website.) In fact, it's never happened to me before.

Agent said sure, no problem. Bag tag printed with all three flights. Picked up my bag on arrival at BKK. Easy Peazy!!