It is not that simple. When you "drop" the checked luggage, you interact with an agent, and they want to see your identification and boarding pass to confirm everything. Plus, the agent will provide their version of a boarding pass for the domestic flight which is likely different from what you originally received. Additionally, depending on the originating carrier, you might not receive a boarding pass for the Brazilian domestic flight, just a piece of paper to indicate you have a flight. Also, in this case, the Azul app recently is horrendous. If you enter the Azul confirmation code you originating carrier provides, Azul generates a new confirmation code (if it actually works). You may or may not be able to use this new code to actually see a boarding pass for Azul in their app.