I spoke to NW and was told that so long as I have connecting tickets to show to the agent who checks me in in the US, then they would check the bag through to either KUL or PEN.
If I decide to use the Transit Hotel, I noticed that there is one hotel in Terminal 1 and one in Terminal 2. NW arrives in Terminal 1 and MS departs terminal 2. Would it be better to stay in the Terminal 1 or Terminal 2 Transit Hotel for the night?
Thanks
Ed