I had two tickets , QF SYD-MEL-LHR and BA LHR-GLA booked on a single PNR by my TA.
At SYD baggage checked through to GLA and BP issued for all flights. QF9 had maintenance issues in DXB and arrived too late (8hrs 30 min late) to make any connecting flight to GLA. Advised by QF that they had re-booked me on flight this morning to GLA.
I went to LHR T5 early this morning as I couldn't check-in and suspected something was amiss. Ticket had not been reissued and BA advised that QF should never have checked the bags through. Luckily the agent was able to reissue it for me but was advised it was "against the new rules". I pointed out that everything was under a single PNR but BA say that's irrelevant.