As far as I know (having gone through a security training to get an airport pass): it depends.
There are mutual security standards audits and inspections after passing them one airport (or aviation authority) accepts the other one’s security screenings and then you don’t need to go through security again at the intermediate airport.
So traveling quite a bit you will find weird things.
It depends massively on the airport layout. If you transit domestic to international at Heathrow Terminal 5 you don’t need to re pass security, just a boarding pass check and can stay in the sterile zone. If you fly out of another terminal though you have to transfer to the airside non sterile zone.
If you transit at Helsinki from the U.K. to the far east then no security check needed, but if you transit from Helsinki through london to Africa you do go through security
Some airports just do security at the gate. Some airports have multiple security at the gate - the airport/country, then a second security check by the airline.
Then there’s the spot checks, I’ve been through a second check occasionally flying out of the U.K. (MAN and LHR) to the US, normally don’t get it, but sometimes do.
There are mutual security standards audits and inspections after passing them one airport (or aviation authority) accepts the other one’s security screenings and then you don’t need to go through security again at the intermediate airport.
So traveling quite a bit you will find weird things.