Whilst you might be able to get a transit desk at KWI to intercept and retag your luggage for your onward flight to Mumbai, and give you a boarding pass for your Jazeera flight, you cannot assume any of this is possible. There's obviously positive experience noted upthread, but you need to consider what the check-in agent at Copenhagen has to contractually do for their airline.

When you check in for your flight at Copenhagen, the check-in agent for Turkish will look at your flight booking with them, and they will want to see evidence that you have the right to enter Kuwait which is the limit of their contractural responsibility. They have to assure themselves that you have the right of entry or Turkish airlines will get fined for transporting an inadmissible passenger into Kuwait. The size of the fine is usually more than what you have paid for your ticket, and check-in agents are risk averse as they might loose their job if they make too many mistakes.

Although you might be self-connecting onto another flight 22hrs later that is not their direct concern and they do not have to consider this in their evaluation at the check in desk at Copenhagen. The extended period of time between your flights also adds weight to this, could you practically survive for 22 hrs airside even if you would be permitted to do that?

Unless you can get written confirmation otherwise you would be advised that you need to have permission to enter Kuwait, otherwise you will risk being denied boarding at Copenhagen.