Sitting in TXL trying to figure out why my bags are only sent to LHR and not all the way to LAX? According to check in staff they couldn't locate my booking to LAX.

Granted I have two separate bookings but before leaving LAX called BA to couple my two PNRs which worked fine leaving LAX but now my return has an involuntary stop in LHR going through customs and immigration and subsequently checking in again. 😡
Disconcerting factor is that my booking to LA was not found. So bags are checked to LHR. Checked with the ticket counter and confirmed I have been checked in for my onward flight just not my bags.
Will this always happen when two separate booking with BA?