You will have to collect your bags in LHR and re-check them again in LGW, that bit of the trip is something you will have to handle.
It doesn't change your baggage allowance though. So three bags of 32 kgs for the trip through to OPO, and if the other person had been on the same booking, they would have got the 3rd bag too on BA. I'm assuming here that when you say "separate PNRs", you been you have separate tickets per person, and not that LGW-OPO is a separate ticket.