No , they will be fine , if they are internal Flights , ie leaving and returning from from Dalaman / Istanbul then there luggage will arrive in the Domestic Terminals .
You are correct in saying that International transit Passengers coming in will be Transferred to Dalaman International , but the way round that is to collect your Luggage in Istanbul and check in again at Istanbul Domestics and you will find your luggage appears on the Domestic Luggage belt., works every time with me anyway .