I would start with the operating carrier, as flights marketed by other airlines doesn't mean you are using that airlines c of c. If you had an broken seat, you would contact the operating carrier, if you had a lost bag you would contact the operating carrier for that segment.

If you have a misconnect you would contact that operating carrier. I assume this is all on the same PNR obviously, as if all flights aren't then there is nothing they have to do to get you past your destination that is on that ticket.