I think the point I would make is that armed with the knowledge that BA should through check and interline luggage if the journey is on a single ticket, I would make a fuss at the outstation, should this occur again, asking to see the BA station manager if necessary.
Pursuing this through customer service now won’t change much, unless you really want an admission that an agent got it wrong and a bit of an apology for any inconvenience. Since it didn’t cause you to misconnect, I suspect a written apology is as far as you’ll get.