yes, I've been in a similar situation and I cannot see a solution to your problem. YMMV, and things may also have changed, but IME from outstations there is no way to fix this.

AY does not allow short-check, IME, but maybe you should push for solution 1 anyway. You could try to have a item in your checked bag that you must use during your short stop in HEL, like a liquid drug. I'm thinking this is your best option.


I also tried to do your solution 2, and had an extremely helpful agent at the outstation actually checking my bag on such a pattern. He told me I needed to contact ground staff in HEL during the layover and persuade them to make sure the bag was not unloaded at eg FRA, but stays in the hold while aircraft is on the ground.
The way to accomplish this is to stow it as if it had been gate checked. When landing, someone on the flight must talk to loaders and persuade them to leave the bag in hold. This can theoretically be done.

Needless to say, staff in HEL was moderately interested in helping me with this, and my bag ended up abandoned on the conveyor belt in eg FRA. It took 3 or4 days for my bag to reunite with me in HKG.