Welcome to Delta!

You’re indeed right- whenever you are on a different airline operated segment, that airline will have its own PNR in its reservations system for you. Having that PNR should (in most cases) allow you to use that airline’s self-service tools (app, website for seat selection, meal, special service etc...) as though you hooked through them all along.

Good news is that a DL reservations agent should be able to give you the CI PNR in about 20 seconds; just call back and ask for this.

Enjoy your trip!