Update
Thanks for the reply.
As an update, I flew the itinerary a few days ago. Checked 4 cases of wine (between two travelers) without any problem whatsoever. Didn't even have to sign a waiver, although I happily would've. They were packed in those proper cardboard wine shipper things FedEx / UPS / DHL use.
For further reference, we then checked them a day later MAD-HKG on CX, also without any issue.