Depends very much on whether they use one or two tickets:

1. One ticket HAJ - LHR - ORD means piece concept for the entire trip (2 x 32 kg) AND the bags should be checked through.

2. Two separate tickets means only one piece at 20 kg on the HAJ - LHR segment. Bags might get checked through, but that's at the discretion of the check-in staff. They don't have to.