I did this in March - KL AMS - ORD - then immediately connected DL ORD - ATL... 2 separate tickets. They DO NOT have any sort of recheck possibilities; believe me, I looked high and low because I was traveling by myself with lots of baggage, and it was a real pain in the a$$..

When I left the customs hall. I immediately went to both AA and UA's counter and asked. Nothing - also asked a skycap in the area and he told me to check with AA because they would recheck for DL (which was totally false..). I ended up having to somehow manage to get my bags onto the train and over to the DL terminal.

However, on the outbound - ATL- ORD - AMS it worked fine to thru check (even on 2 sperate tickets) - agent in ATL entered the second KL ticket info and printed tags all the way to my final destination. No problem and DL transferred the bags to KL . It just wont work when entering the US through ORD and connecting onward on DL. AT least not in March 2022. Good luck