set checkpoint even when context not propagated

Author: michael-zhao459

datadog_lambda/tracing.py

@@ -303,6 +303,9 @@ def extract_context_from_sqs_or_sns_event_or_context(
                         logger.debug(
                             "Found dd-trace injected trace context from AWSTraceHeader"
                         )
+                        _dsm_set_checkpoint(None, event_type, source_arn)
+                        if config.data_streams_enabled:
+                            _dsm_set_context_sqs_or_sns_event(event, event_type)
                         return Context(
                             trace_id=int(trace_id_parts[2][8:], 16),
                             span_id=int(x_ray_context["parent_id"], 16),