If there was indeed a warning to Scotland Yard, it was likely very vague, they called Israel to see if the Mossad had any info like a similar warning, recent step up in chatter, etc. It all moves fast, and despite that idiot Judge Neopolito already pointing accusatory fingers, probably none of these agencies made a mistake or were in a position to prevent any of the bombings.
OMG! He's already pointing fingers? Geeeeeeez.