Per the Sabre system infor shared by daniellam, it is apparent that BA and AZ do have a baggage agreement(though someone that reads Sabre code may disagree):

W/*BA‡*AZ«
BA-125 BRITISH AIRWAYS/BRITISH AIRWAYS PLC
MAY ISSUE TICKETS INCLUDING
AZ-055 ALITALIA/ALITALIA - LINEE AEREE ITALIANE
MAY CHECK BAGGAGE TO AZ

If Sabre is showing BA to AZ baggage agreement, why would both AA Rep #2 and BA Rep both say that bags through-checked by AA (ORD-LHR-FCO-DBV) will NOT be transferred at FCO to AZ (that I'll need to claim at FCO and re-check with AZ)?

Who can I call at AA or BA or AZ to get firm info on whether I can expect to have to claim and re-check my bag at FCO?

(The BA AGent did seem to hint around that whether the bags were interlined through from BA to AZ at FCO might hinge more on AZ than BA. I didn't understand that aspect. Was he saying that BA would do its part but that AZ might choose to NOT transfer the bags onto AZ??? WHy would AZ do such a thing?)

Any tips appreciated.