Hi. I do not see why this would not be easily possible.
Luggage is not handled by the airline, but with a handling agency. When I flew with Delta on two separate tickets and different airlines, they could check my bags with no problem... Yes, it was within the same SkyTeam, I admit. And If I remember correctly, flying on a delayed Delta flight another day and transferring to WestJet did result in us picking us the bag and re-submitting. Well, I would definitely try it: ask at check-in and point out I have little time to transfer. You cannot lose anything with just asking.