I just got back from 10 days in NZ. The flight over was ABX-SYD-AKL. When I checked in the gate agent at ABX told me that she could have checked the bags through if the flights were on a single PNR, but as it was I was on my own. She also suggested calling the GCC to get the PNRs sorted out. I did call the GCC just for a giggle and they said that there was no way to put the two separate bookings onto a single PNR.
When I got back I was expecting to go through the same pain, but was pleasantly surprised when I cleared customs and headed into the Virgin domestic transfers area. There were only 6 people in PE, combined with express path cards, priority bags & being pretty much the only flight arriving at 9:50... We walked into a deserted domestic transfers area. It was so deserted that neither of the angels were logged in (apparently the checkin computers log off if they're not used for a certain length of time. Despite clearly having two separate bookings, they just checked the bags through and gave us both bus passes. The only pain I really had was getting through domestic security. It's amazing how quickly you get used to going down the priority line all the time. (before anyone says it, yes I know there is a kerb-side entry... I completely forgot about it. Live and learn.)
FWIW ABX-SYD is only on SkyWest ATR-72s (all economy), but I was on NZ107 in J and PE return on VA51