If they aren't going to be on the bus, then I wouldn't take any chances with the luggage. Do not put the yellow tags on the bags, and pick them up at the airport in person. Of course, this is going to present a problem at HDDR...I don't know what they'll say about a bunch of bags sitting around. And then, for the trip, by bus I'm assuming, back to your resort..well, you aren't allowed to bring luggage on it.
I think all in all, your friends should just use DME and hope for the best....they may be late getting there though. If they land at 3, they should be at the resort by 4:15ish, if the checkin lines are long, I would just bypass them, and go grab a cab to get me to HDDR. If the lines look doable, then checkin, and then grab a cab directly to HDDR. I don't think I would take the bus....too time consuming.