I travelled from Kyoto to KIX last week and flew on a domestic flight to HND connecting to an international flight. I had booked on Haruka limited express from Kyoto to KIX (¥3,440 with a reserved seat) at least one train earlier than I needed and was glad I did so because the train was 30 minutes late arriving at KIX. Kyoto to KIX normally takes 1 hour 20 minutes. There was no wait for checkin or security at 4:30pm.
I’m not sure what the OP meant by checking bags at HK Express. As far as I know HK Express is in Hong Kong and not in Kyoto or anywhere in Japan.