I will do as you suggest and check it through to GBB and then recheck it through to KCY. I knew someone would have an answer...they always do (A very good thing) :hi:
First of all, just because #6 to #3 doesn't show up on the main Amtrak.com query site, doesn't mean it isn't a valid connection, just that the schedulers are geographically challenged. It does show up as a multi-city option. #6 arrives in GBB at 11:31AM and #3 departs at 5:38PM. But more to the point, if you have time to claim the bag(s) in GBB and recheck them to KCY, then there is obviously time to check them through.
With 8 trains a day, GBB is well staffed and at least as competent as any other station, large or small. Besides it's the kind of place where you could probably eye ball your bags during the whole process, or even claim them, with claim check of course, if you change you mind.
Now if I recall correctly, the original notice announcing reinstatement of baggage service said that bags are checked and claimed trackside. I believe this is due to a lack of space in the station: someone had taken over the baggage room as an office.
My advice: if EMY lets you check through, do so. The worse that could happen is GBB would tell you hang on to them until #3 arrives. Whenever I've needed to store stuff while heading for a nearby coffee shop or bar, the agent would say to stash it over in the corner with all the rest. As I said, it's that kind of place.