Yes they will take your luggage to your room (and back) from their luggage holding room.
What I did last month was:
I arrived at 11pm, dropped the luggage in the holding room after I checked my name into their system (basically saying, "Hi, I'm Dave and I'm here ready to check in".
Once my room was ready, they took my luggages into my room so by the time I got back from the park (it was around 11pm), the luggages were all there.
On the day of check-out, I called the front-desk in the morning and told them how many luggages I have and where I locate them and ask them to kindly take them to the luggage holding room.
When I was ready to actually leave the premises, I just needed to go to the holding area and ask them to grab my luggages from their holding room.
I know me description is a mouthful, but it's pretty simple procedure, really.
