Is this true even if the bag is checked through that you can go to baggage and just ask for it and you will get it? I assume that this is the case as if you don't get on the second flight the bag can't travel anyway. Not questioning you, just confirming my understanding.

Otherwise I would be suggesting the OP tries to get what Pilot37 has suggested and force the connection to be greater than 24 hours or overnight. Call up with the flights you want and I would suggest the chances are you will get those and thus get your bags. Then just 'miss' the final leg.