Security is done at the gate, at the main international terminal, so you exit straight into the departure hall. There's a transit desk that appears to arrange for luggage to be re tagged for onward flights. I just needed an onward boarding pass (connecting LH to UL), but they printed out a baggage tag until they realised it was already tagged through.
I assume retagging is for all airlines as they were printing a lot of tags, but this is just what I saw so would be worth confirming. As Kuwait has quite restrictive entry requirements, I presume they need to do this. It's not something I have seen elsewhere.
Given the above, I wouldn't be surprised if KU (NB different terminal) are also happy to link separate tickets, at least KU ones, otherwise I can see them losing business.