Is my visa status for all destinations in a flight with connections checked in the beginning or before each flight?

For complicated reasons, I want to buy a flight to Australia through New Zealand, but get off in New Zealand and not use the ticket to Australia.
One problem with this approach is that I can't have luggage because it would be transferred to Australia.
But assuming I would fly without checked in luggage, another problem is that I don't have a visa for Australia. Will they check it before the first leg of my journey and not allow me to fly at all, or can I fly to New Zealand because they would only check my visa status there before my flight from New Zealand to Australia?
Thanks.
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Do you need a visa when taking a connecting flight?
Re: Do I Need A Visa For A Connecting Flight Through The US? Yes. There is no transit at US airports and you will need to clear both Immigration and Customs at your first point of entry into the US regardless. You will need either an ESTA or a Visa.Does a connecting flight count as entering the country?
It is normally considered a visit if you are processed by Customs and Immigration, which you don't usually do on a connecting flight. Unless, of course, that connecting flight happens to be in the U.S. or you leave the airport during the connection.Can I check my bag all the way through when my connecting flight is on a separate ticket?
Conclusion. Unfortunately, there is no way to ensure that your luggage will be checked through when traveling on two separate tickets.Do I need to go through the security check again when I have a connection flight?
Yes, a security check is mandatory when you take a connecting flight. This is because there is a time lag between getting off one aeroplane and getting on-board another to reach your destination.Connecting Flights *Explained* - Backpacking For Beginners Ep. 5
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