Im fairly certain that people connect onto the BA1-4 services from EDI, GLA etc. I know that if BA ran domestic flights from NQY-LCY i would look at connecting at LCY if heading to NYC.
It's not bookable on ba.com so unless there's a corporate deal behind the scenes then all JFK traffic goes through LHR. Remember if you are connecting you don't really want to get off the aircraft at Shannon as well as LCY, it's just too much hassle. United are on both GLA / EDI-EWR so no one is going to fly GLA/EDI-LCY-SNN-JFK to fly on an A318 unless they're mad like me....
I think NQY has really seen the peak of London traffic and flybe's LGW will be it for the years ahead. BA might try an off peak summer jolly but only if they think they won't make more nipping off to France or Spain, as to LCY-NQY year round, can't see it.