I'd suggest having a printout of your e-ticket including the ticket number as well as the PNR number, this may make check-in at Nelson smoother. I flew out of Nelson once (admittedly a decade ago) and staff were not used to international connections or how to use the computer system (happens at small feeder airports everywhere in the world). Having the ticket number gets important when there is a problem. As mentioned baggage is interlined automatically at AKL so no difficulties there, but getting checked in could be tougher.