I have the same thing coming up myself. When I called to have the two itineraries combined because I wanted to avoid any problems I was told that they couldn't combine them, but that their policy states that they can check the luggage through so long as you have proof of the ongoing/connecting flight (a copy of the itinerary should suffice). They should also be able to print your connecting boarding pass for you when you check in (assuming you weren't able to online).