Lots of good advice and experience here, great stuff. Let me paraphrase what I picked up.

1. It’s best avoided if possible.
2. It should work, it’s what airlines and airports do all the time move bags and around.
3. Plan connection times accordingly, particularly for entry point to the US.
4. If you have to, plan for the worst just in case.

I won’t be making such a trip this year, I’ll be gold organically, but next year it might crop up as an option. It would be more of an adventure/vacation for me than getting as many TP in the shortest time and lowest cost. That’s where my other half doesn’t want to miss out. She likes the vacation concept and isn’t too keen to miss out.

Thanks all for all the tips, pointers and experiences everyone.