Last year, I travelled IOM - MCO with tickets bought from Expedia, on BE and VS.
On the return leg VS were late, we missed our connection at LGW and were a bit uncertain how BE would treat matters, but their agents at LGW were excellent and rebooked us onto the next available flight, without any hassle or costs, at all.
I know that is what should happen when you're on one itinerary, but you can never be sure how carriers will react when you're on a 'cheap' ticket.
Bags were booked through in both directions and even found their way onto our rebooked flight without us seeing or touching them.