Thanks for the information. I contacted Hong Kong Airline and got the following responses:
"If you want to check through your baggage, all your flights schedule needs to be issued on the same ticket and the transit needs to be completed within the same day. and you need to tell the airport staff that you need to check through your baggage when handling your baggage, and whether it can be successfully checked through will depend on the airport.
Because your flight ticket is issued by United Airlines. For all flight date change, reroute, upgrade, refund and name change requests please contact United Airlines for assistance.
For the baggage allowance, please consult the United Airlines ."
On the positive side, at least I know that I can inherit the 3 free checked luggage allowance on my HX segment.