It's better post in WY's forum instead of CX. WY is not oneworld not have special agreement like CX/NZ, your status won't be recognized in HKG with CX. That being said, if your CX's leg not booked with J won't have J counter check-in nor J lounge access, but you can access WY's J lounge when you transit in BKK. For baggage, your standard allowance (without status) applies in HKG-BKK but you can negotiate WY is your significant carrier, you have 50:50 chance to get additional allowance from status.
For experience: I had DUB-LHR-HKG with DUB-LHR on EI and LHR-HKG on CX, no J check-in/lounge in DUB with EI but EI let me check-in additional bag due to CX status after long talk.
Thanks for the info! I called CX to ask and they said I should refer to WY's baggage policy as the ticket is issued with them and I guess they are the MSC. However I tried to clarify on the additional status allowance and she said it would not be applied. As per CX's website, the baggage allowance of the MSC applies without any explicit mention of excluding status benefits. So in theory I should be allowed the additional status baggage too. I will print out their MSC policy and WY's baggage policy in case of any issue.
https://www.cathaypacific.com/cx/en_...ier-rules.html