desemirates: I rang the BA-office and asked them about the procedure involved. He said he wasn't sure whether the bags would be checked through all the way or if we are given boarding passes for the entire flight...
You're flying on one through-ticket, so BA should through-check the bag. I cannot imagine BA not having an interline agreement with UL at T4, and you don't fall foul of BA's new(-ish) two-ticket policy.