hmm I wasn't suggesting that you had a problem using the SWU

Depends what you mean by "check in" - in MAD they should check your bag(s) all the way through to your final destination(LAX) but they won't be able to issue your UA sector boarding pass. You'll have to get those when you go through the flight connection/transit desk place at LHR.

Well that's my guess anyway. This is what I recently had to do in HKG after flying AN from MEL and SYD. I too was using a SWU and AN could not issue my bp for HKG-DEL-LHR in MEL, and I got it at HKG where they took the SWU.

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RichardMEL, UA 1K
A Star Alliance Member.