Just did something similar last month with UA and LO with a similar layover time to allow for the inevitable UA delays. The check-in agent at SAN was able to check my luggage all the way through to my final destination (you need to have both PNRs available for them), but I also ensured when I arrived in LHR (my UA flights were SAN-LAX-LHR) that I went to the transfer desk for LO at LHR to confirm they had me checked in (I had checked in on-line) and asked for a paper BP. I also asked them to confirm the luggage transfer and they took a note of the tags and put it into the system, and then told me to confirm my luggage had been loaded when I got to the gate (before pre-boarding). Note LHR does not require you to pick up your luggage if you are in transit but you want to ensure you understand the rules for your transit location.

So yes, it can be done and make sure you confirm with the transfer desk in transit and again at the gate. It may be overkill but I too wanted my bags to arrive at my final destination.