I tried HKG DOH BRU LHR FRA recently, HKG to BRU on QR PNR and BRU to FRA on BA PNR. It was ok for the hkg ground staff to check through my luggage after a few phone call. I reconfirmed with the gate agent at DOH BRU and LHR if my bag was loaded with an affirmative answer. Yet, upon arrival FRA my bag didn’t appear. I was told my bad was left in Doha. The bag appeared after 3 days in my hotel.