can't tell you about checked baggage w/transfer but you will have to collect your bag--it will not check thru.we only carry-on.
You cannot buy zed w/out going out to departures--there is no DL sales counter inside security. "ZED--don't leave home without it!!"
If you are needing to get a bag rechecked , I guess you can go to luggage, then back to transfer desk, but you need your zed in hand. I don't know if they will allow you to check a bag at that counter. CAn't you do carry?

departure taxes/fees should be included in your AF zed that you bought at home...before you got on DL flight to CDG...haha--just a reminder...