they may not be able to link records, but if your final destination is in a second PNR, the check-in agent should be able to add the second segment to the first flight in order to check a bag through to the final destination.

if you are only linking the records of two PAX, the comments should be enough. just be sure to check in together and the second PAX would be processed along with your status.

if you are looking for "advance seat assignments" together, the person with a higher status should call and this should be handled by customer service.