Hi,
you have to book your luggage with 4U online before you start the journey or be on a smart fare - else LH will not transfer the luggage to 4U - as a matter of fact LH might not be able to transfer the luggage to 4U anyway ...4U is a point to point airline luggage-transfers are a real challenge for them and in 7 out of 10 times the transfer will fail as their system is not set up for any luggage transfers