Nobody here can answer your question unless you provide the details, including what carriers and whether this is all on one or more tickets,
The general industry contract provision is that all segments must be flown in the order issued and that the failure to fly a segment means that all remaining segments, including the return, are cancelled and retain whatever value they retain under the fare rules. When and whether that happens and the circumstances under which bags are checked through and to where is highly dependent on the details.