There used to be a policy that Oneworld airlines would check through luggage for separately ticketed journeys. But that policy was removed a few years ago.
As far as I know CX and QR have reinstated the policy for journeys starting on flights operated by themselves but others in the OW alliance have not.
The first thing to ascertain is if RJ and Qantas have an interline agreement. If they do, then at the discretion of the check in agent and maybe their supervisor you may have some luck. The other option might be that the transfer desk in BKK can retrieve your baggage and retag it, but I can't recall if BKK airport offers this facility.
Hopefully others can chime in with some more experience.