I emailed Hong Kong Disneyland Hotel and just received a disappointing reply. There is no lugggage transfer service between the hotels. The review probably meant the luggage was being taken care of by the Bell Service while they were at the park. The email reply recommended me to bring my luggage over to Explorers Lodge early in the morning and store them at Bell Service before going to the park. In this case, I will store my luggage at HK Disneyland Hotel instead after I check out. Then go back later to retrieve the luggage before checking into Explorers Lodge after lunch hoping a room will be ready by then.
Sorry for giving you false hope!
Have fun planning!
Awww...hope it's free to keep it at Bell Service....