Had three tickets

KTM - DEL
DEL - LHR - DEL
DEL - KTM.

Absolutely no issues checking in a bag at KTM to LHR.

Checking in LHR was an issue. They flat out said no, couldn't check the bags as they'd have to combine the bookings and they'd only do that if I was returning to LHR.

Finally got a supervisor who said they could do it but would have to combine the bookings. Not sure why this was necessary but interestingly on the boardings card the PNR is the KTM to DEL booking!