Im flying from Haikou to Denmark tomorrow. I would like to know if I have to pick up my luggage and check in all over in Hong Kong, as I will have very little time in HK.
Haikou > HK is with Dragonair.
From there it's Qatar Airways.
Dragonair is not a codeshare partner with Qatar Airways, therefore you will likely be flying on two separate tickets.
One is Haikou - Hong Kong, then the other separate ticket from Hong Kong to Denmark, via Doha on Qatar Airways.
As these are separate journeys, you will have to collect your luggage; however qatar airways does not block other airlines from doing interline bookings which means that it might be possible for Dragonair to check your luggage with Qatar Airways.
You just have to ask when you check-in for your flight.