I have a flight from Fukuoka >>(China Eastern Airlines)>> PVG >>(Juneyao Airlines)>> BKK

1. First, you need to confirm whether you can enjoy the Baggage Check-through Service with your airline company. If you can, then you don't need to claim your baggage, and it will be sent to BBK directly. If not, you may need to claim and recheck them.
2. Yes, you still need to go through immigration even you don't leave the airport.
3. If you just have some rest in the transit area, you don’t need a visa because it’s only 2.5 hours’ layover which satisfies the 24-hour Free Policy. If you want to get out of the airport, you may apply for a stay permit.