I think you're right to be concerned. A few years ago Mrs norrie had a problem with 2 Star Alliance airlines (British Midland and Thai) purchased on separate tickets, refusing to check bags through transiting LHR. She made it in the end but a bit irritating since she paid more for the BMI ticket compared to non Star Alliance alternatives on the basis she believed in the 'benefits' of an alliance... "No Madam - you have to collect your bags and check them in again..."