If the agent follows company policy, then no. You’re through checked on the same day, so your bag will be checked to OSL.

AA has also recently reminded their agents of the necessity to catch those people trying to drop the last sector (see @JonNYC’s tweets on this topic), and use short-checking of baggage as a red flag.

You can go try going to the Baggage Service desk at Heathrow and requesting they retrieve your case, however this can easily take an hour (so shouldn’t be relied on).