There is a general clause saying through-check is only done if "it is technically possible and according to local instructions", so there is some rubber-band built in right there.
As others indicated, AY-AY is the only case where they do through-check on separate PNR, and there are a lot of requirements too:
Quote:In addition to the basic rule [ = through-check only on single PNR trips - editors note] Finnair will allow through check-in of customer and baggage with separate tickets on separate PNRs on AY–AY (including AY franchising flights operated by Norra) connections when the transfer is within the Minimum Connection Time (MCT). For AY–AY connection flights on the separate PNRs have to be both marketed and operated by Finnair or Norra and flights ticketed on the 105-stock. The agent shall always inform the customer of the destination where the customer and his or her baggage are checked-in to.