Okay. I just checked-in with BA at Budapest. The agent asked if I wanted to check through my bags to Johannesburg to which I said yes. This didn't appear to be a problem. Then I remembered that I have a long layover in Mauritius and may want to leave the airport and I will most likely purchase duty free at Heathrow which may run over the 100mL/plastic bag limit. So, with that in mind, I asked to be checked to Heathrow only which wasn't a problem. The agent then printed my boarding pass to Heathrow and to Mauritius but she couldn't issue the boarding pass for Mauriritus-Johannesburg. This made me think that, after all that, the agent probably wouldn't have been able to through check all the way to Johannesburg.