If you were checking in at a CX counter, I think in normal circumstances, they will ignore a check in weight of 40kg, especially if you have OW status. This is not a rule though, just a privilege.

Because you are checking in at a BA counter onto a BA flight first, I would expect them to be more strict unfortunately.

I had an experience when travelling HKG-LHR-GLA, that CX in HKG had no problem with my 30kg of luggage (travelling in Y) but the system was blocking check in for the BA connecting flight because of luggage weight.