I remember a while back hearing that DL was going to stop interlining baggage onto non-partner airlines. Not really sure what ever came of that, but to my knowledge they no longer will interline onto a non partner. With that said, you could maybe ask DL to check them to LHR, claim them there, and see if VS will check them on to HYD interlining them through Jet Airways. May need to call VS first and see if this is possible. Also would depend on the amount of transfer time you had at LHR.