CX will interline bags to LX on separate tickets.

I would do it if the price is acceptable versus any alternatives and you prefer the schedule, which IMO has 99%+ chance of success. The short-haul flight is like max 300 euros, so if you're happy to have a small risk of losing it, choose a day where there are two direct flights. If buying the rescue flight on the spot is too expensive, as long as you don't arrive in ZRH too late in the morning, it should also be possible to get to Slovenia by train that night for a fair price... or there's a sleeper train