So usually the rule is "tag to the end destination if it's under 24 hours". There is a courtesy discretion to allow bags to be returned at LHR if there is an overnight involved since you may need clothing etc from the bags. But agents can and do make up their own rules along the way, so that's the complication here. Now when you get to T5 you can ask for the bags to be returned to you, you may have to wait a while (sometimes a number of hours) for the staff to get to that request and offload to a particular carousel. But B2B is usually HBO, conceptually.