When I book in the AA website, I obviously put my BAEC number in as my frequent flyer number - then all the flights on BA metal automatically appear with a BA PNR in my EC account.
For example:
I am doing LHR-MIA-MCO-MIA-LHR next month.
LHR-MIA
MIA-MCO
and MCO-MIA
are all on AA
and MIA-LHR is on BA
all the flights show on the AA PNR on AA.com
MCO-MIA and MIA-LHR both show in my EC account under a separate PNR.
Have you got your BAEC number linked to the reservation with AA?