JB connection at JFK
 

I have not personally done it but given you are connecting Intl to Domestic, you will have to clear Border/Customs, collect your bags and drop them off at JB desk

You will need to clear immigration, collect your bags, clear customs, exit the customs area, then walk to the left of the arrivals hall to the Jetblue Desk and drop off your bags. Take the escalator up to the Airtrain and take it one stop to Terminal 5, and go through security again. EK can usually issue your BP but if they don't, you can always collect it from the kiosks in T5 or get a mobile boarding pass.

Yes. Unless it's moved, it should be to left side of the arrivals hall after you exit the doors, near the escalators

Personally I would schlep the bag over to T5. Handing it over directly to JB is their own terminal is going to minimize the chances of it getting lost

I've never had an issue with losing a bag this way but if your bag isn't too cumbersome getting it onto the airtrain and off can be done without much fuss. There's just a little more walking than I would like when getting off the airtrain in T5 since the station is a little far and I prefer using the escalators as elevators are usually used by pax with carts/wheelchairs.
As far as someone breaking & rifling through your bag, that can happen at any TSA checkpoint no matter the airport. If you don't have a TSA lock, you should get one if you prefer to lock your bags. I haven't in 10 years since I realised that TSA would probably break in anyway and don't pack anything I can't afford to lose.

You will drop the bag at the Emirates recheck desk, not JetBlue. It's marked as "Baggage Recheck #2". Then you'll head up the escalator and take the AirTrain one stop to T5.

Hi guys,

Doing this trip in reverse in a few weeks, travel MCO-JFK on JB then have to connect onto DXB. Will they check the bags through this way? I realise I will still have to take the Airtrain.

If your flights are booked on one ticket then they will be checked through. If on separate tickets then you would need to ask the check in agent which is generally not a problem between Jetblue and Emirates but not 100% guaranteed. Often depends on the agent IME

Thanks

There is zero reason not to drop your bags post-Customs on the inbound flight. The bags will almost certainly already be tagged to their final domestic destination on B6. All you will need to do is to drop them. You won't even have to recheck. There is no greater a risk of loss or theft at the transfer desk than at a B6 counter and I don't think anyone can point to metrics suggesting otherwise.

As to locking your suitcases, don't bother. If TSA wishes to open them after you drop or check them, it will do so. If it has a key handy, it may unlock them. If it doesn't, it will cut the lock off. If someone else wants to go through your bag, they will either cut the lock or slice through the bag. Better suggestion is not to ship valuables in your checked luggage, particularly given generous carry-on allowances.