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It seems you can walk straight out near security. When my friends were transferred on the bus, airside, from T5 to T3 they needed to reclear security in T5, as well as a border exit check as far as I understand. They then proceeded through the entire terminal to their departure area, where they got confused about the lack of exit sings.
After asking a few different Heathrow employees they were pointed in the right direction. Directly near the security checkpoint there's a shortcut that takes you back round passport control and then baggage claim. It only took them minutes.