Yep- that is the big danger I think. I've had plenty of cases in the past where clearly the airlines involved would have checked through but it was either incompetent agents at odd small-ish ports like Mendoza who were simply clueless or I had to chase the one agent in the entire airport who was "old-school" enough to do the whole wild GDS or whatever system typing thing which is unfortunately a semi-died out species these days. The latter has happened in the US, South America and the Middle East in the past so I'll be nervous until he last moment. And actually after even, because who knows, will the luggage actually make it? Plenty of examples in my travel history for that one as well and not necessarily involving third party agents (Qantas just managed to majorly mess up a straight forward luggage connection a few weeks ago just by semself- bravo!).