I do this a lot and it's never been questioned when I've asked to check bags through on QR to a final BA destination e.g. QR BKK-DOH-ARN and then BA ARN-LHR.

The only time it hasn't worked was when BA cancelled my flight from Milan to Heathrow after I had checked in at Denpasar. My suitcase then spent a week shuffling 10-20 metres a day at Milan (thanks AirTag!) before finally catching up with me.