The interline transfer "should" be OK. I actually do it all the time, flying from LAX to LHR on AA then on to DUS on BA.
In the 17 years I've been doing that, my bag failed to arrive at my destination exactly once. It was delivered in DUS two days later.
Suggestion: Pack carefully. Don't put anything of particular value in your checked bag. Carry a change of clothes or (at least) a change of underwear in your carryon.