Ironically, I have had the exact opposite experience with AA on this rule about losing segments after your final stop.
Last year, I booked a rtw in HKG with CX (using my travel agent), and they tried to nail me for this on the North American portion of the routing, where my 3rd stopover was other than an int'l gateway. At the time, I was sure I was right and CX was wrong and called AA. They confirmed my interpretation of the rules, but CX still wouldn't bend.
At the end of the day, I had CX write the ticket without issuing me a coupon for the disputed segment. When I got to the U.S., AA said no problem, and gave it to me at no extra charge.
Good point about the paucity of AA offices in some of these locations. Technically, any of the oneworld airlines are supposed to be able to make a change for you, but in practice this is pretty difficult. If your ticket is issued by AA, CX agents won't have access to your entire record in their computer system, for example-- so it can take a long time.
There is a way around this, however. I call the AA RTW desk from anywhere in the world, have them make the itinerary changes, and then go the office of the next carrier on my itinerary for the reissue. In this manner, everything supposedly gets communicated to the appropriate airlines computer systems, and the reissue becomes much easier.
In any case, it would be prudent to confirm your itinerary upon ticketing with each airline. There have been reports on this board of instances in which pax have had tickets issued by AA showing confirmed reservations on BA and/or CX and BA and CX having no knowledge of the reservation.
This happened to me in Bangkok a couple of weeks ago. AA changed my reservation on CX, AA computer showed the flight as confirmed, but it didn't show up in the CX system. We just happened to catch this because CX and AA share back office space in Bangkok and the computer terminals of each airline were located in the same room.