Not sure if this helps but I flew from GLA to LHR on a Friday night and my connecting flight from LHR to JFK was on the next day, Saturday morning. When checking in at GLA I was asked if I would like to check my luggage through to JFK. I had asked You First a couple of weeks before the flights and they said that I couldn't leave them at LHR overnight, so it was a delight to find I could.

This was all booked on one ticket which might, or might not, be different to your situation.