I was arriving in LHR yesterday and realised like ten minutes before landing that the check-in staff in HKG did not checked my luggage all the way to my final destination (BRU) even though I had a connecting flight booked.
I talked to the flight attendant who told me someone would wait for me at the gate to solve the problem.
I met one of the CX LHR staff, she was waiting for me, she discussed 3 minutes with her staff at luggage over her talkie-walkie and then told me all was fine and luggage would be rebooked to BRU on BA.

And they were!!!! ^