You should be able to check in for the DFW-LHR on ba.com 24 hours before the departure time (or sometimes later). You would have avoided this problem is the flight was booked under AA code (which is, unfortunately, impossible to do on ba.com).

The problem is that when you purchased the flight on ba.com AA created what is called an 'operating' PNR for its own flight which is used for check-in purposes. That PNR only contains the AA segment. It simply does not 'see' the connecting flight.

I had the same problem at SFO when the flight to LAX was booked under BA code and onward flight to HNL - under AA code, and the agent could not check use in and give us BPs until she figured out the operating PNRs for teh flights were different. Both segments were in both PNRs but for 'information only' which means that baggage can be checked through but no no BP can be issued.