A rather outdated data point here, however in February this year I was able to check through baggage on two different PNRs with BA. (From what I understand, this was not meant to happen?)

04 Feb : BA0857 PRG-LHR (part of a BA Holiday booking)
04 Feb : BA0133 LHR-JED (a booking by Kanoo travel agency in Saudi Arabia)

I told the agent in PRG that I was flying on a separate ticket to JED from LHR and asked if I could check my bags all the way, she did it instantly with no hesitation and even printed the boarding pass for the LHR-JED flight too.

I wonder, however, if at some point something weird happened with these two bookings as when I went for my flight from JED back to LHR 2 weeks later, I was unable to check in online and at the airport I was told that I had already flown on the ticket - I managed to fly on it anyway in the end!