I have a route from BER to LIM via MAD, but due to schedule change, LA allows a free change to any other connection. The IB-operated feeder flight to MAD was heavy delayed a few times recently, so I was thinking of switching to BA and flying via LHR on a shorter flight instead. I will check a bag, and I will also have a carry-on with me, and I thought BA could be easier with carry-ons than Iberia Express and their aircraft with tight legroom, but your post about the lost bag makes me wonder whether that could be the right choice. Another possibility is to take LH to FRA and then fly to LIM via GRU on LA, though the flight time is a bit longer then.