Your TA is mistaken, check the sticky on top of this page for details on "participating airline".
In a nutshell, every airline participates on the arrival from your airport to MCO. When you get your package in the mail with the vouchers and luggage tags for ME (about 2 wks prior to the trip) just follow the instructions. If you choose to have ME transport your luggage attache the yellow luggage tags and check your bags as you normally would. When you arrive to MCO proceed to the ME check in, board your bus and your luggage will be delivered to your room. It can take up to 4 hours for the luggage so be sure to pack a day bag as a carryon.
When you are leaving the resort for MCO that is when SWA dosen't participate. You will get information on your ME departure time the day prior to your flight. Simply bring your luggage with you to the ME bus, the driver will load it in the luggage bin underneath and take you to MCO. Check your bags as you normally would.
HTH
TJ