Moscow>Beijing>Dallian>S.Korea within 24 hours

Hello,
We have a flight from Moscow to Beijing when to Dallian and S.Korea.
We arrive at 00:30 and leave china mainland territory completely at 19:00 at the same day.
Beijing>Dallian>S.Korea flight is operated by China Southeastern airlines, but even though it is connected flight they are still asking to claim our luggage at Dallian and do baggage check-in again. Somehow they can't provide baggage transfer services so that we don't have to leave airport's transit zone.
Is this transfer possible as it seem to be ok with 24 hours free transfer regulations and will we be able to claim our luggage at Dallian?