In my experience, LH posts within a few days, British Midland takes awhile. Do you have a copy of the airplane ticket? If not, can your travel agency give you documentation for the ticket including the ticket number? You might have success getting the mileage credit with this documentation.

Once you request mileage credit for the missing flights, UA needs to contact both LH and British Midlands to confirm that you actually took the flights. It is frustratingly slow for them to respond; it is likely for it to take three months for the credit to post.

I save both a copy of my ticket and my boarding passes until I see the flights post on the UA website. Once I have seen the flight on the website, I have never failed to see it on the mileage statement mailed to me.