Thanks for all the helpful feedback.
I'll see if it is possible to reschedule the flights through Cathay to get an overnight combination. I'm not overly hopeful as no combinations like that came up when booking.
Failing this, I'll try Kawaii's suggestion and just ask for the bags to be checked to LHR. I'll also buy a cheap return from Oslo now in-case I can't get it to work on the day and have to do the whole route.
@AA_EXP09 - You right, booking this via an OTA so I could have got more flight combinations and forced an overnight for the same fare (but still less than 24hrs) would have been the sensible thing to do. However I can't do it this time as I've already booked. Learnings for next time.
@subject2load, @zeltergiset - I'm not overly concerned about fulfilling the terms of the ticket. This isn't a moral issue, it is a business one. Airlines, like most businesses, want to price discriminate by segmenting customers with different willingness to pay. They want to be able to offer lower prices to some customer groups who wouldn't otherwise buy their service without cannibalising profit made on other high margin groups. Creating conditions that make it difficult or inconvenient for one customer group to access the pricing of another customer group is how a business enforces this price discrimination. If you can't do that, you can't charge different prices for the same product. There is nothing immoral about a business trying to do this, they are trying profit maximise by extracting the maximum price possible from each customer. But that doesn't mean that anyone should actually feel obliged to comply with arbitrary and unenforceable constraints companies try to introduce - they are there for the airlines' benefit and not yours!