I have flown LHR-NAS and onwards on many occasions since 2002, and not once are the LHR-NAS-GCM (for example) passengers allowed to stay on the aircraft in NAS. So I wonder if this is still the case, and as such, so long as BA check you in, you are "in-transit" in NAS and just get back on the same a/c a bit later on.

So for the OP, I don't think it is a problem to have two PNRs, be a pax on the same a/c for two legs.

The only thing I would ask BA is that surely it is cheaper to buy LHR-GCM as an avios booking in terms of avios used.