Correction to my previous post (second paragraph):
=> You can postdate the starting date of the JR Pass up to one month ahead when you activate it, and...
>>I was assuming I can use the JR pass for all these routes.<<
The Nagano-Yudanaka segment is run by a private railway company, so the JR Pass is inapplicable to it.
>>I was wondering if the trains would have luggage space for 2 big bags??<<
There is space to put your luggage between the last row seats and the bulkhead in a Shinkansen and limited express train carriage.
http://www.japan-guide.com/e/e2274.html
Yet because you're travelling in one of the busiest periods in a year, you may find it difficult to secure that space on the train, so it might be a good idea to use a luggage forwarding service (Takuhaibin) to treat yourselves.
kuronekoyamato.co.jp/english/…takkyu.html
I suppose an eight-tatami-mat room can accommodate three people with three pieces of luggage.
Happy travels :-)