roadwarriorafrica it may have been worth a try to get the transfer desk at BKK to retrieve and relabel your luggage. I seem to remember that some months ago someone did just that from QR to Bangkok Air. I am not absolutely sure of this but it is worth checking. I would imagine that the more you do in the way of OLCI for your QR legs the more likely the transfer desk will deal with your baggage.
This does not help you with that trip but it may do on future trips and hopefully others will try the same. (Anything to avoid immigration in BKK!)