I have found the T5 <--> T4 transfer to be appalling too. Either Heathrow Connect or Piccadilly Line only? And Heathrow Connect only running every 30 minutes - That is really pathetic. It takes ten minutes (if that) by taxi from T5 to H/East (T1-3), although it's of course relatively more expensive.
I hope Heathrow Management do something about that.
S.