No not worth risking it. I'd phone up and get AA to investigate / resolve.

You are right to be concerned that if you fail to take the Cathay flights that AA could indeed cancel the rest of your flights.

If you go to the Cathay website and put your name / bookign ref into their equivalent of manage bookings / trips you will more than likely find the 'missing' reservation.

I've had similar issues with a mixed AA/BA booking booked via AA website. In my BA manage bookings two AA operated internal flights are 'missing' but they are there when I check the AA website.