This is the third time we've gotten more or less this same question this week. Popular week for hidden city ticketing.
I think it's unlikely that the check-in staff at JRO will accomodate your request to only have your bags checked through to AMS. They're probably going to want to know why you'd want to do something like that, and since your prohibited by the fare rules from doing what you want to do, they probably won't want to participate. I can't think of a good explanation you'd have that wouldn't run awfoul of the fare rules, either. Of course, money can sometimes grease wheels, but I'm not sure you want to show up at the airport not knowing whether your bag is coming with you or not.
As for your second question, so long as you don't check a bag through to JFK, you shouldn't have any security problems if you're a no-show.
See also:
http://www.flyertalk.com/forum/showthread.php?t=426561
http://www.flyertalk.com/forum/showthread.php?t=426171
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