Recently I went from JER-LGW BA lost all 3 bags.
Then LHR-ORD again on BA, and finally ORD-GCM on Cayman Airways the next day. BA sent the bags all the way to GCM and I chose the routing for the bags they went LGW-MAN-LHR-GCM the other option was to send the bags off to the USA for a holiday then on AA down to GCM although they could schedule that quicker, I asked not to as Bags can enter the Miami triangle and disappear there for weeks at a time!!

They will normally fly bags anywhere you are going as long as BA or OW airline go there.