I am sorry if this is not the correct forum.

We are going in May, the flight we wanted for SWA is already sold out. We will have to go on another airline.
Someone told me that if we don't go on SWA we have to pick up our luggage at the airport and transfer them unto the magical express bus. Is that true? or can we still use the luggage service.

also does it matter if we use two airlines? the cheapest i could fine was United to and frontier back. so can we still use the service?

thanks.