Slightly OT and not fully AY, but shows that things CAN be done, if there is will.
Ticket 1 : KUL-SIN on MH
Ticket 2: SIN-HKG on CX + HKG-HEL in AY.
I asked in KUL if they (MH) can check my luggage to HEL - after a bit of typing she not only checked the bag thru, but produced boarding passes for all three flights, saving me to go airside in SIN to check in for CX (CX didn’/couldn’t issue mobile b/p)