I have a United flight booked from BIL ( Billings, Montana)-DEN (Denver, Colorado) and then from DEN-EWR on separate tickets one paid one with millage tried to call United to combine them so I wouldn't have to leave security but they said they couldn't.... They said to just tell the agent at BIL and they would check it through to EWR... Is that true that they can't combine them? Also what are the chances the bag makes it through all the way if I do what they suggest...