I haven't tried doing what you're asking but recently I flew yyz-gru on AC and gru-bsb on Avianca, almost the opposite you're trying to do, so maybe the following can help you somehow with the answer. Even though the flights were on the same ticket and my bag was tagged in yyz with my final destination, the Avianca guy in GRU removed the old tag and printed a new one, don't know why.