ex-EU luggage question - LHR T1 and T5

Hi all,

I've checked most of the ex-EU threads but cannot see an answer to my question

Am doing and ex-EU Friday, starting in LUX and using the same flight LHR>LUX using an avios redemption.
(LHR>LUX>LHR>YYZ...ORD>LHR>LUX)

Ive just noticed that the LUX flight leaves and arrives in T1 but my onward flight to YYZ is from T5.

MY question - is there any issue with checking in luggage in T1 for a flight which is actually departing T5?
the last ex-EU i did was LHR>AMS>GRU>LHR...LGW>AMS so checkin/transfer was all T5 and i was allowed to place my luggage 'in storage' at T5 whilst i did the LHR>AMS>LHR, and had to inform the lounge dragons i'd arrived back so they could release my bags

Many thanks for your usual knowledge and assistance

GavT