I took a flight like this (referenced above).
- Bag is checked all the way through at origin
- However they cancelled my connecting flight one hour before departure
- There was only one flight per day on that route and I needed to get there. So I rebooked on Spirit (lol). They gave me the option to take the next flight or get a $400 refund on any airline which was paid out quickly.
- I should’ve claimed my bag at the baggage office but I forgot to. So it was forwarded on the next flight the next day.

Note that they don’t provide any documentation whatsoever for lost baggage other than the white tag. So I had a hell of a time trying to claim insurance. They do NOT have missing baggage reports. They also do not give you any compensation for delayed bags.

One other thing to note is that they don’t have agents (or baggage offices) at airports where there’s one flight a day. There’s just contract agents that leave immediately after the flight lands. So if you need to pick up a bag you need to be there right when the flight lands or wait until the next day.

I am pretty sure you can short check and check again without paying a fee as your ticket has a bag on each segment.