IIRC, each break (EWR-LHR / LCY-FRA-NCE / TXL-MUC-EWR) would result in a different baggage allowance. In your case, I don't think it matters, since you'll be in J all the way with *G status. LH Business gets 2x 32kg regardless of flight. With the *G extra bag, your total will be 3x 32kg, which is what you'd get when flying UA. The only difference would be that the intra-Europe LH flights would allow you to bring 2x carry-on bags plus a personal item, although they may (or may not) enforce the weight restrictions.