It never hurts to ask at check-in and maybe also go abit earlier and if you're nice about it they may help even if the standard is that they won't.

This is different but I had an issue in DFW with one flight operated/ticketed by Delta to JFK and a second ticket operated/ticketed from JFK-LHR operated by Virgin and so just asked if they could intetline my bag as a coutesy and the person was able to find the Virgin flight in the system and tagged it all the way to LHR. It may help if you have your ticket number for the second flight in addition to the booking reference.