The policy and the default is to through check to the final destination, but if you are obviously overnighting then most people either are asked by the agent which they prefer, or in other cases are able to request the bags' return overnight. It is possible to return say 1 bag out of 3. So I would work on the basis that probably you will get the bags, but perhaps have a Plan B ready just in case you get an agent who isn't going to budge on the issue.