Yes, these flights are on the same booking - WKJ-HND, HND-HKG.
WKJ is a small airport and has only 8 schedules flights daily. So it only has 2 ANA counters handling check-in. I insisted "through check-in" but a supervisor came out from the office and turned me down.
Maybe in bigger airport e.g. Sapporo they would allow through check-in. I don't know.
HND domestic terminal is not 24 hours and is physically separated from the int'l terminal. I ended up carried the two big luggages to a nearby transit hotel and continued my way to downtown for shopping...