When you got the bag was it tagged for GLA or FCO? Since US Airways doesn't fly from LHR to FCO i was probably handed off to BMI @LHR who then sent it off to FCO by mistake. Unless it was tagged to FCO to begin with which I highly doubt since the bag tags are printed from your reservation when you check in.
Please don't take this the wrong way, but traveling to Glasgow in the Autumn wearing only shorts and tennis shoes? What were you thinking?