So long as your shopping is intact and you have proof-of-purchase within the 24 hours prior to this, you will be allowed to carry your purchases onto your next flight. However, if you ‘land’ yourself (that is, you go through passport control and the baggage hall), you will not be allowed to take those purchases back through security and so will have to pack them in your hold luggage.
So BAA are making up their own rules again. Wonderful - the idea of these bags was surely that you *can* take them back and forth so long as they remain sealed and are less than 24 hours old?