Logically, Id assume, that if its a long connection, the bags would go to some central baggage room and be loaded per normal as if it was brand new. For tight connections, they might have a tight connection bin that goes on last (maybe loaded right at the gate). Or for A/C without bins, just thrown on last.

Be it bins or lose bags, opening up an A/C the handlers are going to see, in order, "last minute bags", "connection bags", "priority bags", "everything else".