The baggage situation at JNB is not helped by BA, in my experience. When transiting twice last fall from SA to BA in F, I checked in at the BA lounge and provided them with my SA baggage receipts. On the first trip, despite the fact that I asked at least two or three times, the BA lounge attendants did not enter my baggage information into the record and thus when I arrived at LHR my baggage did not arrive with me. I should have figured out I was not dealing with the most diligent lounge dragons when they both told me they didn't know how to print a boarding pass and would need to wait for someone to bring it from check in.
It took BA 48 hours to locate the bags. Due to other work travel and a busy schedule, I didn't unpack one of the bags for a few weeks. When I did, I learned that someone at JNB had made off with a pair of shoes. Why anyone would want a pair of used (albeit nice) driving shoes, I'm not sure.
I learned my lesson and the second time through JNG sat there until the lounge attendant printed a BA baggage receipt to prove she had entered the information correctly.