Posting some learning notes.
Online check-in doesn't work on PG codeshares. Ticket must be issued by PG for their online check-in to work.
PG has a different booking reference. It took two calls to Finnair Plat service before they found it. Didn't help, though.
Lots of delays still at USM, but since we couldn't do online check-in, we have to be there according to original departure time. Will be a long day at the airport.