When I moved from Canada back to Finland in 2013 I also looked in to shipping my stuff back to Europe.. at least back then it made no sense to do that.
If you ship your stuff, you have to declare everything for customs. If you take your gear with you on the plane, no need to worry about customs. Also I've heard that right now shipping is very slow and expensive due to the pandemic. Heard this from guys who buy gear from North America and then get it shipped to Finland.
As for the plane changes.. You're not able to check in your luggage all the way to the final destination? Do you have to change airports of something between flights?
I once almost lost my suit case in Beijing, because I had to change airports and I thought my bag was checked in all the way to Ningbo. Ha. Turns out it wasn't. I was dumb.