Originally Posted by
fumje
It is/has been typical that SDC for the next flight opens as soon as you boarded the current flight.
However, it seems to be a newer feature that SDC with checked bags is now allowed. I tried it for the first time last month and had the same notation ("PAX changed itinerary ...") in the bag tracking. And both my bags even made the flight! I was impressed.

Indeed, in my case -- even though the 2nd flight started boarding within 5 minutes of my arrival at the gate -- my bag made it to the new flight.
Perhaps because the vast majority of my trips have a checked bag (the only exception I can recall is when I'm doing a same day CLE-NYC-CLE turn (6-10 times per year)) -- I've never noticed the ability to SDC after the first segment departure barring IROPS.
Very happy outcomes all around (though TBH, if my bag had been delayed since I'm going out again early Sunday and most of the contents need to be dry cleaned I likely would have just had the CLE BSO HFPU it and rechecked it as-is on the next trip... There's a 50/50 chance that's essentially whats going to happen anyway...so no loss either way