We through checked our bags on 23/2 KUL-DOH-HEL-LHR flying QR on the KUL-DOH-HEL legs with HEL-LHR on BA, separate tickets. We were asked by the agent at KUL for proof of our BA flights, we showed our BA boarding passes on my phone which we'd got from OLCI whilst in the queue to bag drop for QR.
We checked the status of our bags at each layover, they arrived pretty much first off the belt on arrival at LHR.