Never heard of this and it doesn't sound right as the THY flights still carry AA codeshare numbers.
If you buy the ticket as an AA ticket then obviously they can handle your baggage....
Not clear though are you talking about the code share? or are you ticketed on THY to somewhere, then AA to ORD or something?
Come to think of it, I guess I could imagine that there would be a problem if you bought say THY to CDG, then AA CDG-ORD or something....(does AA even fly that?)... but it all still seems pretty unlikely.
Interested to hear how it turns out though.