I think Norri's question is, do you want to stopover (i.e., get out of the airport and stay for the night or however long, as opposed to merely connecting) again in London on the way back as well? Your post above is written in a way that seems to indicate a stopover on the return, but that's possibly not what you mean (since you only discuss stopping over in London for a show on the outbound portion).

I'd agree though with the advice to not specifically force the search engine to route through London on the return unless you intend a stopover there. Perhaps a routing through London will turn out to be the cheapest, perhaps not...but just asking to search "MCO-DUB" for the return leg will allow it the freedom to find the cheapest price regardless.

As to the luggage, it depends how it's ticketed. However it doesn't necessarily have to be the same airline on the two flights if the two have interline agreements. You can always confirm with the airline when you check in.