Years ago BA didn't even want to check luggage through to their own airline. VIE-LGW then switching to LHR-NBO. At that time, BA was transferring checked luggage between airports (they no longer do that). They told me in VIE to ask in LGW (I knew once I touched the luggage in LGW there would be no chance for them to check it through). I was polite but persistent. I eventually had the luggage checked through.

I think on the return flight, just get there early and be polite but persistent. Ask for a supervisor if need be.