Yeah, rather than chance it, either change your airline or get a Visa. You don't want to show up at the airport hoping to get on..And then being refused. I think the issue here is not whether a nice agent will do it or not, but rather if the airline systems allow thru check.

BA's computers for example will not allow a thru check if it's not on one reservation.

MH also almost didn't thru check my bag onto it's OWN flight on two tickets. Boarding passes were issued by their system would not cooperate.. I'll highlight this case on a separate thread.