We are looking to book a DL flight to ATL, and then SAS to CPH. Will I need to pick up bags and re-check for SAS in ATL, or will Delta interline them even though my first ticket is DL and my second will be SAS? I can't book these flights through either SAS or DL as I want them (SAS allows me to book a DL flight into ATL, but with a 50 minute connection as opposed to the 2hr+ I'd be getting on my own, and which would allow my stress levels to normalize lol).