Whatever "linking" has been done to do the two PNRs is unlikely to be anything more than a manual note, which may or may not be read by agents if they are looking at the bookings.

However, as an international-to-international booking, my understanding had also been that bags could be through-checked. Normally, discussion is about international-to-domestic connections, for which BA policy is not to through-check (and the bags have to be collected at JNB and taken to domestic check-in by yourself anyway).