Current state of oneworld protection on multiple tickets?
 

There has been many changes over last few years.

I am considering the following.

I have a PEK DFW on AA that is confirmed using SWU in business class.

I am planning to go skiing with my parents in CTS before I go back to PEK to connect.

I am looking to do the following.

CTS - HND using JAL explorer pass as I need to fly one sector on JAL for first sector bonus.

HND PEK on JAL using BA avios.

then connect on PEK DFW with AA revenue ticket in business class.

What type of protection can I expect? (mid March in Sapporo makes me a bit worry.)

These are not connections as they are separate tickets and you will confuse yourself, air carriers and anybody else if you use the term.

OW got rid of the protection benefit years ago.

The only protections out there are:

1. AA-AA or AA-OW (you don't have that).
2. OW tickets booked into the same PNR (I don't believe that you can book the redemption and cash tickets into one ticket).

JAL still provides baggage through-check but the information doesn't mention misconnection protection: JAL - Member airlines of oneworld alliance have changed their minimum requirements for through check-in

Pretty sure that AA is the only major carrier, OW or not, which protects ticket transfers. Those have nothing to do with whether a carrier will check bags across tickets. The latter is mentioned by OW which carriers which do it because OW no longer requires it.

Interestingly, AA which does protect against no shows across tickets will not check bags across OW tickets (or even AA-AA tickets).