Thanks all for your responses. I know now why LCCs do not have interline agreements (that was the main topic of this thread). And I should either stick to taking the 9W to DEL from PNQ and get on a BA flight there, or just bite the bullet and go to Mumbai and catch the flight.

After that it went severely OT (and I also contributed to that). I learnt that the BP checking after deplaning could be due to security - so will stop cribbing about it.

We can probably close this thread now.