update
So I went to PVG without an OZ PNR for ICN-SFO leg (since it is US Codeshare), and checkin agent was able to pull out two etickets and check me in all the way through to SFO.
One the US codeshare, it reads "sold as US XXXX", and the luggage information did not show up on the boarding passes since it was two etickets.
So all good. US has been codesharing with OZ for three years, but do not expect an OZ PNR when you buy the ticket.