I am soooo saddened that you are leaving. I've lived thru your trip report and felt like I was there. I'm already in the crying room. :>(
With connecting flights the luggage usually arrives at your final destination if the whole leg is done on the same day but I'm not sure what is the protocol when you are staying overnight. I would think you would pick up your luggage and check in the morning.
Thanks for taking us on your journey and safe returns.