You should be able to check your bags all the way to Taipei. This depends on whether Korean Air and Thai have an agreement on interline check-ins - most airlines do. If you do this, you should still be able to go out through customs if you want - but you won't have to check-in again. I have done this a number of times in the past. For example, I once checked my bags with British Airways for a flight from London / Gatwick to Manchester and they took care of the check-in for my onward Delta flight to the USA at the same time. I also once flew Aeroperu from Cuzco to Lima connecting to Avianca in Lima to Quito. Aeroperu - though it took some time - managed to check me in for my onward flight as well. If Aeroperu can do it, I'm sure Korean Air should be able to do it. Hope this helps you out ...