I have a flight coming up, final destination is Chiang Mai, Thailand (CNX). Got an award ticket with United to BKK and then a Thai Airways ticket for the BKK-CNX. To complicate things, I have multiple connections on different airlines. The flight goes:
BNA-ORD on UA
ORD-VIE on OS
VIE-IST on TK
IST-BKK on TG
and then BKK-CNX on TG but separate ticket.

I remember that BKK has a separate process (CIQ) for passengers going to CNX, HKT and Samui doing passport control in BKK and luggage and customs in CNX. I do have a 4 h layover in BKK which should be enough to do passport control, collect bags, customs, exit and reenter to check in for the domestic flight if needed, but would prefer to do the quicker CIQ process and spend more time in a lounge. So, the question I guess is, is it worth trying to convince the agent at BNA to check the bags all the way to CNX? Would they be able to?