Thanks for the tip. As it turns out it is only going out that is the problem as business was available coming back for the whole trip. Also I am likely to have less luggage coming back - there is not much that is available in Zim but not London!
I take it from your post that you have experience of this and have had no problems. Let me know if my assumption is wrong.
Ok...... Not that specific experience. I have had experience of being through checked to a different airline where my gold card allowed me extra for the first flight but in theory nothing extra for the second flight (Air NZ to LAX, Air Pacific to NAN).
So, going out, since your first flight is in business, I would expect them to simply allow you the business class allowance and check all the way through to HRE (i.e. treat you like a human being, not an economy class passenger). Coming back, you'll be fine because you're going business class all the way.
Either way, worst case scenario is an excess baggage charge (they wouldn't refuse to check your baggage).