A similar thing happened to me when I booked on AA.com.
The booking contains 9 flights with 4 airlines (HG,AA,US,BA). This created 3 different booking numbers, 1 for AA, 1 for US, and 1 for BA and HG. Whilst I can see all sectors when viewing on AA's website, 1 sector seems to be missing when viewing using the Amadeus system (on BA.com, airberlin.com, Iberia.com, etc.).
I guess the best thing to do is print the e-ticket confirmation e-mail from AA, which lists all the sectors in the intinerary, just in case I experience any problems during the journey.
One thing that is concerning me though is that when I look at some flights on the BA app there doesn't appear to be a ticket number. Is that normal? All flights on BA and AA metal have ticket numbers, but those on US and HG are without. Not knowing exactly how tickets are issued, it makes me wonder if everything is as it should be.