Those airline combinations can be tricky.
I was once booked on a HAM - CDG - NRT routing with the first leg on AF.
The bags were checked all the way to Tokyo but I had a huge discussion in HAM with AF check in people as they wanted me to charge for extra bags ("Sir, we do not care about ur BA status on AF" -"But it is a JL booking / ticket, no?" -"We dont care").
End of story I had to pay the fee for the extra bag (all the way to Tokio, not just to Paris) and those cross alliance flight combination have been added on my personal no flight list (if possible).
Crediting the miles to each account also involved retro crediting.