Just to update for information. We are due to depart MAD LHR at 1750. After staying the night in the T4 Premium Air Rooms (no complaints from us, functional overnight stay) decided to see if we could get checked in just as the 1245 LHR flight closed. So at 1145 with just one person left in the econ queue we asked the queue attendant at the club if we could check in for the evening flight. She said she wasn't sure but would ask the check in agent. Thankfully she checked us in through to our final destination of CPT and we can spend the next 5 hours or so in the lounge rather than air side.