I got a fairly good deal on Thai Airways finally after calling about 5 travel agents this morning... not all of them sign contract with the same airlines so it took a bit of searching. My question/problem is now:

I will buy a YYZ-HKG on Thai and use reward HKG-TPE also on Thai to connect the travel. These obviously are on two separate tickets/files but all on Thai Airways. Would I be protected for missed connection if the incoming flight is delayed? Is there a way to link or put remark in reservation file so the airlines know where I am? Also, do I have to take out luggage and recheck again in HKG or can I send it all the way as it is for two different tickets? Thanks.