Just come back from a trip EDI-LHR-DEN.
Booked it last year and took the only available flights EDI-LHR and LHR-EDI. Something like a six hour wait in LHR on the return.
Six months before flight, minor schedule change to DEN.
This now allowed a shorter connection on the way back (which originally fell foul of Minimum Connection Time by about 5 minutes!) so, although no avios redemptions now showing for that flight, phoned You First and asked if I could get the earlier connection.
Answer was Yes, and they didn't charge for a change fee!
I would say, although no extra Avios for connections to long haul, LHR fees mean that the cost of the connecting flight plus a change fee is almost the same as just buying a flight to LHR.
So rathen than book a flight you would rather not have and then change it, it might be best just to buy the connection.
I believe - but please check - if BA to LHR and then BA onwards, you will be protected if on separate bookings.