Back before I had *any* elite status at all, I had two separate itineraries, one from AUS-IAH-CDG, and a second on Air France - with a paper ticket on that AF one, even - from CDG-BIO. The agent at AUS checked me in for all three segments and checked my bag right through to BIO. Although, since I entered Schengen at CDG, I think I may have had to walk my bag through some kind of customs and then re-drop it for the CDG-BIO leg, I don't remember though.