FYI, I have had zero problems getting UA to check bags through to final destination, even when the final leg was on another airline and a different ticket. Done it a dozon times, usually from Chicago. This applies (for me) to UA-Thai, UA-Philippine, UA-CebuPacific, UA-KenyaAir, UA-Cathay. Of course, at the transit point, when you get your onward boarding pass, you should show them the bag claim tickets.