The instructions on the FZ website are misleading and far from accurate, learnt it first hand from a friend that flew them BEY-DXB to catch a BI flight on 2 separate tickets.
At BEY they refused to tag through the bags despite showing them the print out from that site.
At DXB they first directed him to a desk that asked for 80 dollars (think it was the Marhaba service) to recover his bag and check it through to BI which he refused, cleared immigration (has an Aussie passport), collected his bags and caught a cab to T1.

On return, it was the same story with BI in MEL. They refused to tag through to FZ.

Interlining between EK and FZ is limited to specific destinations and require a minimum of 3 hours between flights: http://www.emirates.com/english/plan..._flydubai.aspx

It is possible ofcourse and you do not need a transit visa for DXB. However it will depend on the agent at DEL and how convinced they are unfortunately

Fly Dubai is a LCC They don't have agreements with other airlines the way most airlines do. BA and EK most certainly have an interline agreement (ive used it before and in the days before EK started flying to every major city in the UK. they relied on BA to get their passengers from LHR / LGW to other airports in the UK.

The only problem OP may have is the 2 seperate tickets issue. They may not take them because if they cant link the 2nd ticket to the first. That should not really happen but Ive seen it happen before. OP should take the advise above and contact Marhaba now, they will provide transfer service for you and go get your bags and re tag them. They will also take care of checking you into your BA flights and put you in their lounge to use

One question What nationality is the OP?? Visa on arrival is quite easy for many citizens from other countries (and a nightmare for some as well)

Same owner - but completely seperate companies. Correct that Fly Dubai is not any part of the Emirates Group. Its part of Achmeds Group :)

while EF shows that EK and BA interline, EK in DXB is telling me and showing me that they do NOT interline. We will have get our bags in JNB and reroute them to BA locally

Is this with 2 separate tickets or a through ticket ?

Not true.

I've checked some of the destinations served by BA (actually, Comair) from JNB, including Port Elizabeth, Windhoek, Victoria Falls, Livingstone and others. EK will sell tickets to these destinations which include sectors on either South African Airlines, Air Namibia or Kenya Airways (see below).

With separate tickets - there is no guarantee that the bag will be interlined across separate tickets, so you should assume that, if you ask, the request will be denied.

Note that on your return, BA will NOT check you thru to EK on separate tickets.