Apologies in advance....I did read the whole thread, and know that my baggage should be checked through, but given my trip is originating in an out station (MEX), I just want to ensure there isn't anything I should do to make the process run more smoothly.

Flying MEX-YVR-(Stop over)-YYC on a revenue J ticket, but also have a YVR-YCD award ticket to get out to the island a couple of hours after landing at YVR. All AC metal. I'll do OCLI for both segments, and in theory, it should be a simple matter for the agent in MEX to just tag my bag through, right? I'll have the PNRs handy, etc. Is this all I should do, or is there any value in phoning in (or stopping and seeing an airport ticketing agent) to link/join the PNRs? I'm not sure how the system would handle it, as there is an additional segment on the original PNR remaining. I don't think it meets the definition of nested segments or whatever, but thought I would ask the experts.

Thanks for any advice.