Upvote:2
It is a very late answer by now, but for the sake of others with the similar doubts here it is:
When entering Brazil (next flight is domestic), in the first port of entry you always: (1) go through immigration checks, (2) reclaim luggage, (3) clear customs, (4) re-dispatch luggage.
In the case of GRU, most if not all domestic airlines have a transfer desk after customs where you can re-check your bags.
GRU has no airside transfer from international to domestic. (I think no airport in Brazil does.) You are going to leave airside, go landside, and go through the whole process for a domestic flight (including security).