On a domestic to LHR they will not check your bag if you tell them you are connecting on somewhere else. I was recently in 1C on NCL-LHR and there was the usual struggle to find overhead space in CE. When I was told that I had to check my bag and would need to collect it at the carousel, I said that it wouldn’t work as I was connecting on and then the CC member took out her steamer trunk from above 2C and found space for my roller bag.