Last fall we split between OKW and SSR.
No check out was required, but they will put a statement on your door. A new check in was required at the second resort (SSR). I had done an on line check in for both resorts. We needed new room cards for our remaining park days and meal plans. I went first thing in the morning and received the package, and when we returned from the parks, our room was ready and bags were there. Because OKW and SSR are "sister resorts" that share staff and other resources, it was not difficult in arranging our luggage transfer, since it was the same group of bell people working both resorts.
They had tagged all the luggage at OKW and drove it over to SSR in a baggage cart and stored it until room was ready. We were notified by cell, text or call - (you pick), when room was ready.