In the last episode of , Mark Carroll
said:

Recently I arrived from the US into Heathrow, perhaps terminal 4 but I
don't recall for sure. I was confused by the signs and I am wondering
what I should have done.

I hold a UK passport and my itinerary had a connecting flight. However,
I wasn't yet checked in for the connection, nor was my baggage checked
through beyond LHR.

So, just before passport control, there was a sign pointing left for UK
passports and right for flight connections. Which way should I have
gone, and why? I was confused because both directions seemed to apply!
But then I worried that if I followed flight connections, I didn't know
I would get to pick up my bag to get it onto the connecting flight, so I
followed the UK passports sign and ended up picking up my bag and going
landside and then I went and found check-in for my next flight, I just
didn't know if I'd needlessly gone the long way around.

You can always stop and ask, but if your bag isn't checked through, you
need to pick it up, which in this case means entering the UK at this
point (and I'm assuming flying domestically to complete your travel?)

"Flight connections" means staying on the international side, in which
case you avoid customs completely. This is where I typically go,
traveling from Canada to Germany, but this is only an option if your
bags are checked through, to my knowledge there is no bag pickup/dropoff
on this side (nor would you likely be able to access your gate)

The fact that the UK does this, while the US requires me to enter and
then leave means that I fly through the UK on BA, and spend money at LHR
instead of spending money in the US and on a US airline when I travel.

--
Prayer has no place in the public schools, just like facts
have no place in organized religion.
-- Superintendent Chalmers