Hello would Finnair allow interline on 2 x BA reward flights both booked on Finnair, LHR-HEL-BKK for example ?

Do you mean you have an award booking via BA on AY flight LHR-HEL and a separate award HEL-BKK? In this case I believe you are referring to through check-in. I don't think it should be an issue.

yes correct, and also would paid ticket Finnair website to award ticket BA - Finnair metal allow through check-in?

Are flights also marketed by AY? (AY code on flight). AY marketed and AY operated flights will be checked through. BA marketed, maybe.

Last summer they said NO to the following at the Plat check in counter at HEL
HEL - RIX - one ticket
RIX - HEL - SIN - BNE - another ticket

I also asked if they could just load it to HEL - SIN without goung through HEL- RIX - HEL and that was also refused.

All AY code and AY metal (except SIN -BNE part)

I had the issue as well 15 years ago with AF in CDG, they were willing to do it but the system did not allow them. The issue is certainly that HEL cannot issue a luggage tag where HEL is printed.
Then imagine the RIX HEL flight is cancelled or delayed, or you miss the flight, your bag is checked in and they need to retrieve it, so quite a lot of hassle for them. But it could also be that the system does not allow it since it could help you skip the first segment, even if you were not going to do so. However, after you have flown RIX HEL, I am pretty sure you could check in a bag in HEL to SIN and BNE.

Interlining question.

Flying KIX-PVG next week on JAL.
Few hours layover and then AY from PVG-HEL-MAN.
Two separate tickets.

Any chance a bag could interlined here?
No big deal if it can't as I'll probably have to check-in with AY at PVG anyway? (although I've around 8hrs and would prefer not to wait say 4hrs until check-in opens)

JAL will interline if technically possible. However, due to different system and PVG it might not be possible.