Just to be clear, on the outbound MAN-PHL-LAS, you will clear immigration and customs in PHL upon arrival, so you will pick luggage for customs and then redeposit it for your connecting flight to LAS. Then you will reclear security to get back into the terminal. If you buy some liquids MAN-PHL, then best to put them into your luggage before you hand it over for the flight to LAS.

On the return LAS-PHL-MAN, your luggage will be checked all the to MAN and it will be transferred for you; you will not pick it up in PHL. When you arrive PHL, there is no need to reclear security as long as you stay airside as the main terminals are all connected airside.

ETA, just noticed that you are from Durham, lovely area, I used to work for a UK company headquartered in that region. Sadly, haven't been there in over ten years.