But Durban is a Domestic onward flight so you have to first clear at JNB -
WDH is not - it is international - so your luggage should be through tagged as interlining from LHR, and you remain airside as a Transit passenger at JNB.
I am sure though you will have another security screen, but you will not exit Passport Control nor Customs.
Have you looked at 'Transit' passengers on the JNB airport website>?
Also Flyertalk forums have a thread running on JNB connections.