If the bag does get checked through, I'd also advise requesting confirmation from the gate agent at LHR T5 that your bag successfully made the transfer to the BRU-bound plane. By confirmation, I mean positive confirmation (i.e. "your bag is being/has been loaded onto the plane just now"), as opposed to negative confirmation (i.e. "I would have been notified if any bag had gone missing").

[My recent AA to BA bag transfer misconnect at JFK (despite all being on one PNR and a 2.5 hour connection time) has lead me to believe that the two airlines do not have robust interline baggage systems between themselves --- and it is therefore incumbent on the passengers to take extra steps to help them out.]