Baggage check through and connection guarantee
 

I'm sure this has been asked millions of times, but couldn't find anything specific to LCY...

I'm flying revenue LCY-ZRH on Swiss Economy on one PNR and then a redemption in Business Class on TG from ZRH-BKK on another

Will Swiss at LCY check me all the way through to BKK on priority baggage? I'm *A Gold.

And in the event that LCY-ZRH gets cancelled or delayed, what happens to the connection as it is on a different PNR?

Thanks in advance. I;ve asked around, but there seems to be conflicting thoughts. Anyone had actual experience of this?

Is there some way of merging PNRs?

They should, though "priority baggage" really doesn't mean anything.

The airline has no obligation in that situation. Most airlines will do what they can, but you have to be prepared to work and possible pay.

No.