My initial question was that two of the flight segments occur on the same day and whether baggage can be checked all the way through across two flight segments
I've also got a flight on AY - HKG to CDG via HEL.
Everything is booked on the one ticket / PNR (the above is 1 leg of the journey).
I have a similar question - I believe my luggage should be checked all the way to CDG from HKG, but when I arrive at HEL, I will have to go from the non-Schengen area to the Schengen area via Passport control to "enter the EU".
From there, my flight to CDG is effectively "domestic / with the EU", even though it's still technically international if taking countries into account.
Is this correct? I clear immigration in HEL only, and then just walk out with my luggage at CDG / don't have to go through 2nd immigration?
Sorry for the silly question

The last time I went to Europe was in 2012 (it was my first overseas trip) and I was on a Topdeck tour - Italy > Switzerland > France > England.
The only airports / ports I went through at that time were FCO (entry), Calais / Dover and LHR (coming back). All the rest was via bus / ferry.
I just remember at the time when entering Switzerland from Italy (EU to non-EU), our passports were taken by the tour guide and given to passport control. The same thing must have occurred when entering France from Switzerland (going back into the EU) but I can't quite remember it now as it's been that long.
I assume though, when landing at HEL, I will need to transfer to the Schengen area to get through to my connecting flight to CDG.
I hope a 2hr layover will be enough time for that.