I think I've come across this before. If an agent says you have 3 bags, sets it up on the ticket for ORD, then on the GLA baggage system sets them for return at LHR it can cause a lot of problems, particularly if it was a full flight. It's better to keep this to just a one bag return in LHR, though that may not have helped if taken your maximum allowance. In essence all they can do is add bags to your existing booking, but there may be a charge for this if you technically go over your allowance. And it looks so silly to do that so the agent probably won't suggest you do it and reclaim the cost. The other option is to effectively offload you from the flight and reload you, but that's problematic if the flight is full. Or BA have imposed stupid caps on bookings. So the usual solution is to ask if you can take it HBO through security, if the bags are not too big for the scanners and don't contain liquids. Then they tag it on to the flight at the desk. The solution they appear to have used is similar in terms of manual tags. Make sure you have taken out anything from these bags that you need on day 1 since there is a risk of further problems. And a headache at the gate trying to reconcile loads.