I got bags interlined on two separate bookings starting in HEL and second ticket from ARN. The ticket and metal on the first flight was AY and the second was AY ticket / BA metal. This happened in the summer of 2019.
The agent at check-in said that they don't usually do this but since the second ticket was AY she agreed to do it. So I wouldn't take this as a rule, just a single data point.