I'll be flying ATL to LHR for business in May on DL. After my business is concluded, I want to take a mini vacataion to France or Spain, lets say NCE. I can fly from LHR to NCE, have my minivacation, and then return NCE LHR ATL. N.B. this is prior to DL's direct service between NCE and ATL.

Question - if I fly NCE to LHR on BA, will my bags automatically get from LHR to ATL on DL or do I have to collect them in London, go through customs, etc.?