Since I know you've been wondering

, the end of the story: I picked the HA flight when I was able to snag one of the $19 fares.
And I checked my bag in at DFW on UA:
DFW-DEN-LAX (one UA ticket)
LAX-HNL (second UA ticket)
HNL-ITO (third ticket on HA)
The check-in agent knew what he was doing (although he wouldn't believe me that the airport code for Hilo is "ITO").
The suitcase arrived successfully.
So did I -- the UA flight was early and I walked to the HA gates. As I was walking up I heard them boarding an earlier flight to ITO. They wouldn't let me get on it despite the fact that there were lots of empty seats

This is the ONE thing about AQ that I like better -- they are much looser and laidback about letting you go on a different flight if you show up at the gate, ime.