So I called BA this morning as there was another issue regarding the booking and a voucher (this isn't a promising start to this booking).
I asked the agent and she had a look at it all it seems the 3 code share flights are on the Record Locator reference I have been given.
The missing MCO-LGA flight which has an AA flight number is on a second locator reference which shows all flights but I can only amend seating for the flight between MCO-LGA.
All the seating for the other 3 flights is on the reference I was given originally.
So accordong to BA it's all ticketed OK, but just under 2 different references.
Now to keep my fingers crossed we get to travel by then 🤞🏻