PNR is the reference number. BA will give you the overall one, there may be another one specific to CX that you can find in CheckMyTrip under the BA PNR. Often there will be one PNR generated for the booking carrier (BA) and one for the operator (CX), not sure if it is the case in this instance though.

I know it happens with BA/QF bookings, and you can only select seats on QF using the QF PNR.