Not sure there is any magic as even on the same itinerary with a change in flights, crap happens. This usually just means a delay for your bag but the checking through shouldn't be an issue

BUT most of my experience is ok and ALL of my experience with separate PNRs has been ok, especially on same airline. The only time someone in the family had an issue on separate PNRs (AC and LA) was coming back from Mendoza through Santiago and LAN would not check through (even though they have interline agreement with AC). No problem on way down--bags checked through all the way to Mendoza, just on the way back they couldn't be bothered. MEX is a big enough AC presence that it shouldn't be an issue.