Upvote:4
It will be no problem at the UK Border, the staff there do not know about your booking details. Anyway, it is quite normal to hold dual nationality especially at Heathrow.
BTW, I believe you can enter the UK on a HK (SAR) passport for up to six months. Is there a reason you prefer to enter on your Japanese passport? Or am I mistaken?
If so, I would show the Japanese passport to the airline to satisfy the airline that you will be admitted to the UK without a problem.
You can enter Russia by following the exit/arrivals/domestic flights sign (instead of international transit) and show the immigration inspector your HK SAR passport.
When you leave Russia you should show your Japanese passport to the airline check in desk again, but make sure you show the exit control your HK SAR passport. Since you entered Russia on the HK SAR passport you should ensure you are stamped out in the same passport.
If there are any problems or confusion you should be honest, it is not unusual to carry multiple passports.
(However, I did not know that Japan allows dual nationality.)