I tried this again a couple of days ago, QF BNE-MEL-SIN and 3K SIN-KUL on different PNRs. At BNE domestic they really tried to check me in (no argument about whether it was possible, they confirmed it should be) but the 3K leg "could not be added". Poor old Janet really did try, and eventually we decided to check me through to MEL and try again there. Same thing. The consistency was reassuring; both said it should be possible to have bags checked all the way through, but I would need to collect a boarding pass at the transfer desk in Singapore. They only differed where BNE speculated that it was because I was trying to check in more than 24 hours before the 3K leg, while MEL suddenly remembered that "3K don't hold baggage overnight".
With a 2145 arrival at SIN and 1255 departure to KUL I wasn't prepared to be slugged for a last-minute landside hotel when I'd already paid for a room at the airside transit hotel. So I got online at the MEL QP and booked the last Air Asia for the night, SIN-KUL, figuring I could either check in for that and miss the flight just to get airside (especially convenient if I had carry-on only), or just take the flight. I ended up taking the flight and foregoing my 3K leg, but does anyone know if it would've been a drama to check in and miss the Air Asia flight just to get airside? I've heard it talked about somewhere before but can't find the discussion.
Also, the same flight pattern is available to be booked on one PNR on the QF website - I booked it separately because I wanted the miles. I wonder what would've happened if I'd booked it on one PNR...