The options would seem to be:-

1. [*]
2. [*]

Option 3 may run the risk of the first airline refusing to check you in for the first flight anyway, because as far as the first airline is concerned you have a journey that ends at the connecting point, so you'd need to have the correct documents to arrive and enter that country even though you're only going to be there for just long enough to start a second and (as far as the first airline is concerned) unrelated journey.

It's happened to me before;
1) I had a through ticket & first airline still refused to check all the way through since they didn't have "agreement" with other (third) airline.
2) Getting a visa would be an option IF you know before hand. But mostly likely, most people wouldn't even fathom getting a visa just to re-check bags. Also, would be ridiculous to get a visa just for that purpose. Easier to get different routing/airline.
3) Luckily, the SECOND airline (EK), once I told them of my predicament, kindly took my luggage stubs and somehow got to them in the luggage hold and re-tagged my bags all the way through to the third stop/airline/final destination. Probably helped I was in first class.