Since it wasn't booked through DL, the DL PNR isn't the main PNR and won't necessarily contain all the flights. The TA PNR in this case would be the only one for sure to contain all the flights. Simply put the TA just send info to each airline about their own flights. You can end up with multiple PNR on one airline also if you have flights coded as that airline and flights operated by that airline but codeshared by another airline.

Bottom line, all that matters is that the TA PNR is correct and that tickets have been issued.