My data point:
Trip booked on aa.com involving:
AA8988 (AY10) ORD-HEL
AA8974 (AY809) HEL-ARN
AY952 CPH-HEL
AY9 HEL-ORD
I used the online chat function on finnair.com and the agent was able to assign me seats for all 4 legs, including the AA codeshare flights.