I have had a lot of luck in getting Qatar to check in and tag my luggage all the way through to my final destination on separate tickets, where both tickets were with OneWorld airlines. Example: CMB - DOH - PRG on Qatar, and PRG - LHR on BA. On that journey, I did not have to go landside at PRG. Of course, this was before COVID19, so you must always check the restrictions for each country. I know that Sweden will allow travel from Sweden to another EU member country, as long as the passenger is a EEA citizen or citizen of Switzerland, or a qualifying family member of such a citizen.