I usually fly ex LHR to BKK but there is a deal open which is ARN-LHR-AUH-BKK return.

Obviously I need to get out to ARN (though I would ironically be starting in LHR !) but on the way back, it would make more sense for me to skip the final LHR-ARN leg and then my own ARN-LHR flight.

I know if I was flying with carry on luggage only I could simply not get on the last flight and walk out of LHR but what if I am flying with checked baggage ?

I can't short check baggage or I very much doubt it (but strange things can sometimes be negotiated in Bangkok) so if I have baggage checked through to ARN then what happens ?

Presumably my baggage would be offloaded at LHR and then what ? Would they hold it hostage or can I go get it later, the next day ?

Can I advise them that I am not flying to ARN so they can stop baggage being put on the ARN flight and thus delaying that ?

Just looking for real world options ?

Why not take the other routes direct from LHR ? The price is about half the ex LHR price £1100 / £2100.