I flew JNB-ZRH-TLV (on Swiss) 10 years ago. The TLV leg was a code-share flight operated by LY. My luggage was checked through and I got both BPs at JNB. I went through El Al security at ZRH with my carry-on only. None of the security questions was about the checked luggage. I assume it should be similar on your itinerary.​​​​​​

Edited to add: they had security at the gate for those who never went landside.