Baggage check-through on separate PNRs is something that all three alliances advertise - in my personal travel experience (admittedly, not extensive, only a few dozens of trips per year), I have been refused that "benefit" by all three (i.e. "I am sorry sir, your onward travel is not on the same ticket, our system does not allow it" ...). There are many examples I can give you, among which refusals by LHG to interline (I think this is the proper term) luggage from OS to LH or even more shockingly by BA between two BA tickets for two BA operated flights ... I have read accounts by more experienced travellers that pulling this out depends on the resourcefulness of the check-in agent - which is absurd given that this is sold as a "benefit" ... In the interest of fairness though - I have never had to do this with QR, before SARS-CoV-2 I used to fly them frequently but always on "proper" round-trip tickets.