ANA will check your bags through on separate ANA tickets. So if you just buy ANA for your domestic flights no, problem.
Just note that on arrival in Japan from JFK you will always have to reclaim luggage and take it through customs
And, if you book Okinawa Haneda Narita JFK, you will have to claim your luggage in Haneda and carry it to Narita yourself no matter if it is a single or separate tickets. No luggage transfer between airports.