Yes, you will definitely have to show both your UA confirmation as well as your VS flight info in order to have your luggage checked all the way through to LHR.

And yes, your luggage will be checked onto the VS flight for which you are ticketed. They wouldn't send it on a UA flight to LHR that you aren't even on.

I'd also give myself a few extra minutes in ORF to take care of all this. Even when I've had baggage interlined at IAD, I usually get a ticket agent who doesn't know how to do it. Almost always he/she fumbles around for a few minutes before calling over a supervisor. Last time I did this (from UA to OS) it took almost 15 mins for the agent to tag my luggage correctly.