It is frustrating for security to act like you’re a total idiot for following a process another terminal says is fine (like leaving very small electronics like Kindles in your bag).
Oh, well.
Bonus points to Zurich (Schengen but not EU, just to test the edge cases) - I think they have an airside metro where each car is segregated for a different security category of passenger.
Once leaving a terminal the staff said we’d take an internal bus and I asked if that meant we wouldn’t have to go through security again, but they just meant the same one as the rest.
All of our trips were non-UK-entry but possibly some terminals do have heightened security to meet one-stop-security requirements. Didn’t seem like it but can’t be sure.