[snipped comment]I don't think SAS hold non-checked bags anymore but maybe you can charm them into it or get lucky with new clerk or a recent transfer from another location.
Good luck with that, based on my experience last Wednesday boarding the northbound Eagle. I arrived at the station about 4-5 minutes after baggage check-in officially ended (6:48 departure, I got there about 6:07), after struggling through the doors and the full length of the waiting room (about 40 feet), there was no one at the counter, but then I heard them behind the wall loading the luggage onto a cart. I went out the side door next to the counter as I saw them emerge from another door behind the wall behind the counter, about 10 feet further up the platform. I said "I guess I'm a few minutes too late to check a bag", expecting one of 3 responses: "Yes, you're too late, sorry!", a brusk "Yes", or the real long shot "No problem, just pop them onto the cart". Instead I got berated and told it was far more than a few minutes (it was no more than 5 minutes, and it had taken a couple of minutes to get to this point), and she had seen me struggling with the door, but offered not the slightest bit of sympathy. Her attitude was not the least contaminated with any sense of customer service.
So I dragged my two large bags, one small but awkward bag and my backpack down the platform to the sleeper, where an elderly couple was also waiting to board. A minute later, a security guard told us to move to the end of the line waiting outside the station. The other man said to me "Don't they normally board sleeper passengers separately and first?" to which I agreed that is the procedure at most stations. (This was over 30 minutes before departure.) Just then the conductor came by and told us we were fine waiting where we were, along the back edge of the platform near the sleeper. Ten minutes later, the SCA appeared and called for all sleeper passengers could board now.
So the station personnel were obnoxious, but the onboard conductor and SCA (and the diner person Rachel, who had to handle all 5 meals all by herself), were all great.