I really wouldn't worry about this. I'm in CCR 3 or 4 days a week, and I can absolutely assure you that nearly half the people in CCR are in very similar situations to you, some going to Europe, some going further afield. Just keep your First boarding passes handy - it is not essential but it speeds things up.

If you arrive in First on BA metal on the same day (and in some cases the previous day) and then depart T5 on BA metal then you will be allowed in to CCR. There is no confusion on this point, though maybe some recent posts may have given you that impression, just see it as people trying to be as helpful as possible