I imagine your bag will be checked through to NCL anyway, they aren't supposed to short check, but the missed connection may be part of this. Usually BA would work on the basis of rebooking you via the App, on to the next NCL service, as soon as your original connection became impossible, probably after departure, so check on the aircraft wifi. You can't expect BA to pay for the train ticket unless the delay to you really is very long, but what BA can do, if there is a long detay, is to rebook your ticket to NCL on LNER since there is a form of codeshare on that. You may then get a bit confused as to which station is needed for disembarkation. As you can see this is a lot easier if HBO.