I never advised to look up the AY PNR via BA. I meant to look up the list of all PNRs associated with your FF#. At least Finnair.com does it but only for Finnair Plus members and when the phase of the moon is right it's not broken.
Otherwise, I would contact CX and QF. There are no reasons why AY would know or care about those PNRs that they don't manage.