Originally Posted by
GGLwannabe
I don't think there's any chance that the two tickets will be combined into one, as one has been issued by BA, and the other, if you go ahead, will have been issued by MH.
However it's possible that you could get MH to link the bookings. That won't give you the 100% protection that you seek, but will make it more likely that if your flight from HKT to KUL is delayed and you miss your connection, MH will re-book you on the next available flight back to LHR.
Had it confirmed by MAS customer service that I can check myself and my baggage all the way through to LHR from HKT, even though these will be on 2 separate tickets.
The details are also on their website. See the counter check-in section:
https://www.malaysiaairlines.com/my/.../check-in.html