While no guarantee I think that this ought to be possible. Just ask the staff at IAH to check one of your bags to London and the other(s) to ABV.

Short checking is not normally permitted to make it harder for people to miss the last leg of a journey intentionally to benefit from lower prices. In your case if you're still checking at least one bag to ABV it should be obvious to the check in staff that you're not in that category.

I've done this before in similar circumstances where I wanted to collect my golf clubs and leave them at the baggage storage in LHR while continuing on to India with no checked luggage. I had no problems.