Problems with separate tickets is that you cannot through checked-in baggage onto BA flights at LHR, and if your inbound flight into LHR (in either direction) is delayed and fails to connect, you are on your own to re-organise your travel. For example, if your flight from NQY is delayed and you miss your connection at LHR, you could be obliged to buy a new ticket! You also have to bear in mind connection time between terminals at LHR is generally around 30 minutes.