You absolutely can interline baggage onto NW/HA connections on seperate itineraries. I do it all the time. For the fewest headaches, check in with HA online beforehand, so you can present your boarding pass to the NW agent when you check your bags through to your final destination.
As for mileage credit, that has nothing to do with baggage. You'll need to make sure HA has your WP number, something that usually requires a phone call in advance AND verification at the airport.