From
http://www.cathaypacific.com/cx/en_C...e-tickets.html
Through-check to final destination
Last updated: 20 Dec 2016
Effective 1 January 2017, as a courtesy, Cathay Pacific and Cathay Dragon will through-check you and your bags to your final destination if you are travelling on separate tickets involving connections with our airline partners. However, through-check may not be possible if your travel begins with an airline that does not provide separate ticket through-check service.
I read this to be a CX service, not a OW one. So you can't get BP and bags checked in for HEL-(AY)HKG-(KA)CAN, but at least you can for CAN(KA)-HKG(AY)-HEL.