MH do offer through checked baggage across separate oneworld airlines still. I believe along with JL and CX, they are the only carriers that officially state on their websites that they will do so. Officially BA Avios tickets cannot be changed for free on the day. You may have some luck at the airport however I would've thought the chances are close to 0 especially at outsourced outstations where they do the bare minimum necessary. Overall, barring no delays from MH's end, you should actually be ok and in fact have your bags through checked and boarding passes handed to you at DPS itself.