Actually,
even though it is not applicable in this case, JetStar does provide limited baggage connectivity between selected flights. For baggage to be through checked (transferred) (where it is provided) your flights must be in the same booking (ie. Have the same booking reference number).
More here:
number_6 is correct, connecting at MEL is far easier.
Another thing to note is the E/F is showing
L0 on the codeshares (QF5742,QF5744).
Have you considered: LST-MEL-HGK-JFK-ROC?
Code:
* LST-MEL QF2286 16:35 - 17:55 (L9)
* MEL-HKG QF29 22:50 - 05:50+1 (L0) or
CX168 00:05+1 - 07:30 (L9)
* HKG-JFK CX830 09:45 - 13:10 (L9)
* JFK-ROC <oneworld does not fly NYC-ROC, only DFW-ROC>