Yes, it would be the connecting flight that is causing problems since BA.com is essentially set up for non-complex bookings, and your transfer to another airline, means you are now at the limit of what MMB can do. I'm not sure of contact centre agents can help either, it's not in my area of expertise, I don't do checked in luggage. I wouldn't change flights, even if it works through to ticketing you revised booking probably won't give you this option.

Note you only have 5 posts on your first day, so maybe hold back from any follow up in case someone else can provide more information can help.