Carol and I are on PUBS and transfer at LHR to CPH. Have had much the same concern about luggage. Have read a great deal about the mess on FFlyer. I almost decided to use a shipping company and looked into First Luggage which seemed to have good prices and uses FEDEX which I have confidence in. I have decided to chance it as we will be in CPH for two days before boarding the ship. One conclusion I have come to is to not check bags through. If you have the time for the connection which you will need about 3+ hours for you should consider picking up the bags in LHR and then checking with BA. This seems to help avoid mis routing.

We are doing ROAR II and am looking into alternates to going via LHR due to the bag issue. Sad situation in LHR.