I expect CX have involuntarily protected you onto TG - they will have reissued that one coupon they would have lifted for your light, and reissued it to TG. You will not be considered a nosho for the CX flight (at least you won't have any further consequences for not making it due to CX delay). The CX coupon will show used - BA will pay CX, CX will pay TG per standard interline agreements.
Don't worry about it at all. If anyone questions later, simply explaining that CX protected you on TG due to a misconnect will be enough.