I have done similar itineraries twice this year , only difference being LAS as the final destination . The first time I did it I dropped off my checked bag at the luggage drop off point about three hours before the flight to LAS . My bag did not make the flight . Second time I ignored the bag drop off and went to the Alaska check in desk which you have to pass anyway en-route to the terminal Alaska fly out of . They were fine taking it and this time my bag made the flight . You may well have to go to the Alaska check in desk anyway as both times BA check in at LHR were only able to print the boarding pass for the first flight .