I read somewhere (and I could be wrong) that through check is not available for TXL at all because of the way the airport is laid out. This is why they might not be able to do it for that city.

Another data point... I tried to check through at PSA for PSA-DOH-AKL-SYD with the Auckland to Sydney on LATAM. Well, what a palaver!

"No, we don't through check."
"Yes, you do - the rule changed."
"Well, the rule changed back."
"I really don't think so, it definitely can be done."

After that, a supervisor came over and she was on the walkie talkie to someone else and also telephoned someone else. Kept saying "LAN Chile". They were discussing if LAN was in oneworld. I told them they are. Later that was confirmed to them on the walkie talkie. Eventually, they were able to through check me successfully and the bag arrived just fine in Sydney.

Separate tickets (actually a BA redemption for the LATAM flight) and all done fine. They were quite helpful really and very friendly, it just took them a fair bit of time to work it all out. It wasn't helped by me having two Passports either, with the one in the booking not being the Australian one, which Australia requires to let me in. They had that hassle too, to be fair, and when they fixed that I also got my LATAM boarding pass issued.