It largely depends on a check-in agent, and interline agreement.
'Star alliance' doesn't mean little thing (nearly nothing ?).

(1)
In this month, ANA at HND, an agent checked in my bug to LHR under two separate tickets.

ticket 1: HND-CDG by NH
ticket 2: CDG-LHR by BA

(2)
3 years ago, ANA at HND, an agent did

ticket 1: HND-HKG by NH
ticket 2: HKG-CMB by CX

She issued a boarding pass of HKG-CMB (it contained CX FFP number correctly), and a bag to CMB.

(3)
An agent at BLZ almost did through check my bag to HND like

BLZ-xADD-xBKK-HND (one ticket)

She printed baggage TAG to HND.
Then, I pointed out, I had two nights stay at ADD.
I don't know how she was able to print such TAG.
Still, she gave me boarding pass for ADD-BKK.