As advised by CWS I would not like to risk leaving them at LHR. Their ending up at FRA would be a rather bad thing!

From what you've written, it looks like you are already at your destination with your bags so I assume not having checked baggage would not be an option for you.

I'd check them all the way to FRA on the '8 hours at FRA' option and then re-check them there, if that and back-to-back is the only option.

Obviously this sort of things can happen when we do ex-EU...