I have done this several times this past month.
All flight pass bookings are essentially 1 segment. I use one cert for travel regardless of number of PNRS. It is important to tell them at check in so they can match the files, so your luggage goes from LHR to LAS. They can also note on the file (the LAS one) that the cert was pulled in LHR. If the T+ fare is B or H, then one SWU should do you for the whole way.
Marc