Good luck with it all! Bit OT since it is AA arriving into LHR, but every time I have flown GCM-MIA-LHR-GLA, with AA on the mia-lhr leg and a good few hours connection at LHR, they have lost my bag from T3-T5. 100% of the time (once was due to a certain volcano, so i shall excuse that since BA had pro-actively tracked me and re-booked me on all connections to GLA that day due to delay after delay when re-routed through JFK). I must say the staff at GLA were always excellent at tracing it - there was/hopefully still is a chap there that really goes above the call of duty, he actually gives a toss (having F on the Tatl BP helps as well...). Bags were always in my possession the next day.