In our case we have travelled to Edinburgh from Halifax via Heathrow. All booked with Air Canada but the internal flight was with British Airways. We checked our luggage in at Halifax and picked up in Edinburgh. We cleared immigration in Heathrow and stayed in an hotel overnight. Our flights were in different terminals with over 15 hours lay over. We did the same on the return journey, luggage straight to Halifax. We always check the tags and have air tags as added precaution, which have proved useful .