Terenz- My advise is to not give any FF number to Cathay at all. Instead, just present the ff programme that you want to use for that flight to Cathay at check-in. If you have connecting flights, wait until you've done one flight and just before boarding the other one, change your ff number to reflect the other one.

This goes for all airlines' computer systems. It is extremely difficult for them to 'select' sectors to credit to which programme. Only a few airlines can segment select - unfortunately none of the oneWorld carriers can do that.

Better stick to the above plan ...