This itinerary must have been ticketed separately. Even on the same PNR, reservations can still be ticketed separately. If it was on a through ticket, then she would have been re-protected to another flight and not even a grumpy member of staff at the ticket desk would have neglected to follow this through. If this proved to be true though, you would have serious grounds for complaint.
I know diddly squat about UA's fares. Is M class on UA flexible at all and would it be combinable with a cheapy R class fare on a BA flight to BRU? I would have thought that UA's discounted through fares to BRU would have only have permitted a routing on BD services between LHR-BRU. If the UA fare was flexible, there is no way that a travel agent would then combine it with R class on a BA shorthaul on the same ticket.
Without being able to see the full PNR, it is difficult to make a judgment on who is right and wrong. You definitely need to clarify that with the agent. I will make a judgment anyway and I think (hope, I suppose) that BA acted within their rights to tell you that the ticket is now null and void. I am just positive that BA would not have acted otherwise if it was a through fare all on the same ticket - not just the same reservation. Perhaps BA could have shown some goodwill but, more and more, they are sticking to the rules on tickets. I think that ultimately, the blame lies with UA for getting you to London 4 hours late.
The DYKWIA routine is a little tedious, especially a DYKWIA who travels R class.