OK, yes, Cruise Air would be the better place for this.
And, a ton more clarity would be helpful. For example, going TO Europe, it's unlikely at ANY time you will have to claim your luggage, go through Customs and recheck, unless you are flying two different airlines that don't have any relationship. You WILL go through Passport Check ( Europe's name for Immigration).
So, to prevent any further confusion, please be more specific in your options. In any case, Customs is your lowest concern going. You will have to do it coming home.