Why on earth did you buy a separate CDG-LHR ticket instead of changing your JFK-CDG/ORY-LCY into JFK-CDG-LHR ?
This is just crazy...
This separate ticket will not bring you into the P lounge and keep in mind that if you don't use your ORY-LCY leg, they might cancel your return ticket.
Regarding your connection in JFK, I am not aware of any airside transfer done by the AF P agents, especially knowing that you'll have to connect from T4 to T1.
What happens in CDG ? in your case (connecting to LCY from ORY), they will greet you at the arrival of the flight from JFK, drive you by limo and escort you through immigration, wait with you at baggage claim to collect your bags, eventually escort you to the arrival lounge in 2C if you want to shower, and that's it.
For the P lounge experience, it seems at that stage that you'll enjoy it only on your return trip from CDG. The not to be missed are a lunch or dinner and a massage.
For linking different PNR, as said by
Orbitmic, it's not possible.